/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
this( fixSchedule, floatSchedule, Double.NaN, discountCurveName, volatilityCubeName) ;
this ( fixSchedule, floatSchedule, Double.NaN, model, discountCurveName, volatilityCubeName ) ;
private final double[] exponentialDriverMeans; private final double[] exponents; private final double[] denominators; private final double expectationCorrection; private final NormalizingFunction normalizer; public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, final VolatilityCubeModel model, final String discountCurveName, final String volatilityCubeName) { <extra_id_0> } public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final VolatilityCubeModel model, final String discountCurveName, final String volatilityCubeName) { this(fixSchedule, floatSchedule, strike, model, discountCurveName, volatilityCubeName, 0, 0, -1); } public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, double strike, final VolatilityCubeModel model,