/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
final double[] denominators = new double[numberOfPeriods];final double[] exponents  = new double[numberOfPeriods];
final double[] exponents = new double[numberOfPeriods];
final VolatilityCube volvolCube = new VolVolCube(volvolCubeName, model.getVolatilityCube(volatilityCubeName).getReferenceDate(), volatilityCubeName, fixSchedule, initialSwapRates); if(Double.isNaN(strike)) { strike = initialSwapRates[numberOfPeriods-1]; } this.exponentialDriverMeans = findExponentialDriverMeans(periodEnds, maturity, strike, volvolCube, model); <extra_id_0> final double[] denominators = new double[numberOfPeriods]; Arrays.fill(denominators, 1.0); double currentSummand; double currentFactor; final double terminalVolvol = volvolCube.getValue(model, periodEnds[numberOfPeriods-1], maturity, strike, quotingConvention); for(int outerIndex = numberOfPeriods-1; outerIndex > -1; outerIndex--){