/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
unscaledNormalizerDummy.setIntegrationParameters( strike, upperBound, numberOfEvaluationPoints) ;
unscaledNormalizerDummy.setIntegrationParameters ( lowerBound, upperBound, numberOfEvaluationPoints ) ;
} this.exponents = exponents; this.denominators = denominators; final NormalizingDummyProduct unscaledNormalizerDummy = new NormalizingDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, new ExponentialNormalizer(initialSwapRates[initialSwapRates.length-1], 1)); if(numberOfEvaluationPoints > 0) { <extra_id_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,