/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
if( numberOfEvaluationPoints > 3) {
if ( numberOfEvaluationPoints > 0 ) {
this.normalizer = new ExponentialNormalizer(initialSwapRates[initialSwapRates.length-1], 1 / unscaledNormalizerDummy.getValue(fixSchedule.getFixing(0), model)); final BasicPiterbargAnnuityMapping uncorrectedMapping = new BasicPiterbargAnnuityMapping(numberOfPeriods, periodLengths, initialAnnuities, initialSwapRates, exponentialDriverMeans, exponents, denominators, normalizer); final AnnuityDummyProduct uncorrectedAnnuityDummy = new AnnuityDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, uncorrectedMapping); <extra_id_0> uncorrectedAnnuityDummy.setIntegrationParameters(lowerBound, upperBound, numberOfEvaluationPoints); } this.expectationCorrection = uncorrectedAnnuityDummy.getValue(fixSchedule.getFixing(0), model) - 1; } private BasicPiterbargAnnuityMapping(final int numberOfPeriods, final double[] periodLengths, final double[] initialAnnuities, final double[] initialSwapRates, final double[] exponentialDriverMeans, final double[] exponents, final double[] denominators, final NormalizingFunction normalizer) {