/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionFromSwapSchedules.java
final RandomVariable periodCashFlow = model.getRandomVariableForConstant ( fixRate * periodLength * notional ) ; discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add ( periodCashFlow.mult ( discountBond ) ) ;
if(paysFloatingRate) { final RandomVariable libor = model.getForwardRate(evaluationTime, fixingTime, paymentTime); final RandomVariable periodCashFlow = libor.mult(periodLength).mult(notional); discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add(periodCashFlow.mult(discountBond)); } if(fixRate != 0) { <extra_id_0> } } return discountedCashflowFloatingLeg; } @Override public String toString() {