/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
1 / model.getValue( fixSchedule.getFixing( 0) , unscaledNormalizerDummy) ) ;
1 / unscaledNormalizerDummy.getValue ( fixSchedule.getFixing ( 0 ) , model ) ) ;
final NormalizingDummyProduct unscaledNormalizerDummy = new NormalizingDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, new ExponentialNormalizer(initialSwapRates[initialSwapRates.length-1], 1)); if(numberOfEvaluationPoints > 0) { unscaledNormalizerDummy.setIntegrationParameters(lowerBound, upperBound, numberOfEvaluationPoints); } this.normalizer = new ExponentialNormalizer(initialSwapRates[initialSwapRates.length-1], <extra_id_0> final BasicPiterbargAnnuityMapping uncorrectedMapping = new BasicPiterbargAnnuityMapping(numberOfPeriods, periodLengths, initialAnnuities, initialSwapRates, exponentialDriverMeans, exponents, denominators, normalizer); final AnnuityDummyProduct uncorrectedAnnuityDummy = new AnnuityDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, uncorrectedMapping); if(numberOfEvaluationPoints > 0) { uncorrectedAnnuityDummy.setIntegrationParameters(lowerBound, upperBound, numberOfEvaluationPoints);