Added remark to JavaDoc that method ignored given paymentOffset.
@@ -316,9 +316,25 @@ public class ForwardCurve extends AbstractForwardCurve implements Serializable {
}
}
+ /**
+ * Returns the forward for the corresponding fixing time.
+ *
+ * <b>Note:</b> This implementation currently ignores the provided <code>paymentOffset<code>.
+ * Instead it uses the payment offset calculate from the curve specification.
+ *
+ * @param model An analytic model providing a context. Some curves do not need this (can be null).
+ * @param fixingTime The fixing time of the index associated with this forward curve.
+ * @param paymentOffset The payment offset (as internal day count fraction) specifying the payment of this index. Used only as a fallback and/or consistency check.
+ *
+ * @return The forward.
+ */
@Override
public double getForward(AnalyticModelInterface model, double fixingTime, double paymentOffset)
{
+ // @TODO: A warning should be issued that this implementation does not use
+// if(paymentOffset != this.getPaymentOffset(fixingTime)) {
+// Logger.getLogger("net.finmath").warning("Requesting forward with paymentOffsets not agreeing with original calibration. Requested: " + paymentOffsets +". Calibrated: " + getPaymentOffset(fixingTime) + ".");
+// }
return this.getForward(model, fixingTime);
}
