Small refactor rename.
@@ -149,8 +149,8 @@ public class SimpleSwap extends AbstractLIBORMonteCarloProduct {
}
// Get random variables
- final RandomVariable libor = model.getForwardRate(fixingDate, fixingDate, paymentDate);
- RandomVariable payoff = libor.sub(swaprate).mult(periodLength).mult(notional[period]);
+ final RandomVariable forwardRate = model.getForwardRate(fixingDate, fixingDate, paymentDate);
+ RandomVariable payoff = forwardRate.sub(swaprate).mult(periodLength).mult(notional[period]);
if(!isPayFix) {
payoff = payoff.mult(-1.0);
}
