/src/main/java/net/finmath/marketdata/products/Cap.java
if( fixingDate != paymentDate) {
if ( forwardCurve != null ) {
final double paymentDate = schedule.getPayment(periodIndex); final double periodLength = schedule.getPeriodLength(periodIndex); if(periodLength == 0) { continue; } double forward = 0.0; <extra_id_0> forward += forwardCurve.getForward(model, fixingDate, paymentDate-fixingDate); } else if(discountCurveForForward != null) { if(fixingDate != paymentDate) { forward += (discountCurveForForward.getDiscountFactor(fixingDate) / discountCurveForForward.getDiscountFactor(paymentDate) - 1.0) / (paymentDate-fixingDate); }