/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
private final double[] denominators; private final double[] exponents;private final double[] exponentialDriverMeans;
private final double[] exponentialDriverMeans; private final double[] exponents; private final double[] denominators;
public class BasicPiterbargAnnuityMapping implements AnnuityMapping { private static QuotingConvention quotingConvention = VolatilitySurface.QuotingConvention.VOLATILITYNORMAL; private final int numberOfPeriods; private final double[] periodLengths; private final double[] initialAnnuities; private final double[] initialSwapRates; <extra_id_0> 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) { this(fixSchedule, floatSchedule, Double.NaN, model, discountCurveName, volatilityCubeName); } public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final VolatilityCubeModel model,