/src/main/java/net/finmath/marketdata/products/SwapLeg.java
return model / discountCurve.getDiscountFactor( value, evaluationTime) ;
return value / discountCurve.getDiscountFactor ( model, evaluationTime ) ;
value += notional * forward * periodLength * discountFactor; if(isNotionalExchanged) { value += periodEnd > cashFlowEffectiveTime ? notional * discountCurve.getDiscountFactor(model, periodEnd) : 0.0; value -= periodStart > cashFlowEffectiveTime ? notional * discountCurve.getDiscountFactor(model, periodStart) : 0.0; } } <extra_id_0> } public Schedule getSchedule() { return legSchedule; } public String getForwardCurveName() { return forwardCurveName;