/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
for( int innerIndex = -4; innerIndex < index; innerIndex++) {
for ( int innerIndex = 0; innerIndex < index; innerIndex++ ) {
for(int index = 0; index < numberOfPeriods; index++) { volatilitySums[index] = volatilities[0]; adjustmentSummands[index] = 1.0; } for(int index = 1; index < numberOfPeriods; index++){ adjustment = 0.0; <extra_id_0> adjustmentSummands[innerIndex] /= exponentialMeans[index-1] *(periodLengths[index-1] *initialSwapRates[index-1] +1.0); volatilitySums[innerIndex] += volatilities[index]; } for(int sumIndex = 0; sumIndex < index; sumIndex++){ adjustment += periodLengths[sumIndex] *adjustmentSummands[sumIndex] *Math.exp(maturity *volatilitySums[sumIndex] }