/src/main/java/net/finmath/singleswaprate/annuitymapping/MultiPiterbargAnnuityMapping.java
return basicMapping.getValue( oisSwapRate + upperBound * ( swapRate - iborSwapRate) ) ;
return basicMapping.getValue ( oisSwapRate + iborOisDecorrelation * ( swapRate - iborSwapRate ) ) ;
lowerBound, upperBound, numberOfEvaluationPoints); this.iborSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), tempModel); this.oisSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, forwardFromDiscount, tempModel); } @Override public double getValue(final double swapRate) { <extra_id_0> } @Override public double getFirstDerivative(final double swapRate) { return basicMapping.getFirstDerivative(oisSwapRate + iborOisDecorrelation * (swapRate - iborSwapRate)) * iborOisDecorrelation; } @Override