protected override void performCalculations()
{
if (discountCurve_.empty())
throw new ApplicationException("no discounting term structure set to Forward");
ForwardTypePayoff ftpayoff = payoff_ as ForwardTypePayoff;
double fwdValue = forwardValue();
NPV_ = ftpayoff.value(fwdValue) * discountCurve_.link.discount(maturityDate_);
}