/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
final AnnuityMappingFactory factory = new AnnuityMappingFactory( getFixSchedule( ) , getFloatSchedule( ) , getDiscountCurveName( ) , getForwardCurveName( ) , getVolatilityCubeName( ) , swapRate, getIntegrationLowerBound( ) , getIntegrationUpperBound( ) , getIntegrationNumberOfEvaluationPoints( ) ) ;
final AnnuityMappingFactory factory = new AnnuityMappingFactory ( getFixSchedule ( ) , getFloatSchedule ( ) , getDiscountCurveName ( ) , getForwardCurveName ( ) , getVolatilityCubeName ( ) , strike, getIntegrationLowerBound ( ) , getIntegrationUpperBound ( ) , getIntegrationNumberOfEvaluationPoints ( ) ) ;
value *= valuePut(strike, model, swapRate); } return value; } @Override protected AnnuityMapping buildAnnuityMapping( final VolatilityCubeModel model) { <extra_id_0> return factory.build(annuityMappingType, model); } private double cashFunction(final double swapRate) { final int numberOfPeriods = getFixSchedule().getNumberOfPeriods(); double periodLength = 0.0; for(int index = 0; index < numberOfPeriods; index++) {