public static double getSwapAnnuity(Schedule schedule, ForwardCurve forwardCurve) {
		DiscountCurve discountCurve = new DiscountCurveFromForwardCurve(forwardCurve.getName());
		double evaluationTime = 0.0;	// Consider only payment time > 0
		return getSwapAnnuity(evaluationTime, schedule, discountCurve, new AnalyticModelFromCurvesAndVols( new Curve[] {forwardCurve, discountCurve} ));
	}
public static double getSwapAnnuity ( Schedule schedule , ForwardCurve forwardCurve ) { DiscountCurve discountCurve = new DiscountCurveFromForwardCurve ( forwardCurve . getName ( ) ) ; double evaluationTime = 0.0 ; return getSwapAnnuity ( evaluationTime , schedule , discountCurve , new AnalyticModelFromCurvesAndVols ( new Curve [ ] { forwardCurve , discountCurve } ) ) ; }
Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.
The discount curve used to calculate the annuity is calculated from the forward curve using classical
single curve interpretations of forwards and a default period length. The may be a crude approximation.

Note: This method will consider evaluationTime being 0, see {@link net.finmath.marketdata.products.SwapAnnuity#getSwapAnnuity(double, Schedule, DiscountCurve, AnalyticModel)}.

@param schedule The schedule discretization, i.e., the period start and end dates. End dates are considered payment dates and start of the next period.
@param forwardCurve The forward curve.
@return The swap annuity.