/src/main/java/net/finmath/singleswaprate/annuitymapping/ExponentialNormalizer.java
} this.scale = scale;this.initialSwapRate = initialSwapRate;
this.initialSwapRate = initialSwapRate; this.scale = scale; }
this.initialSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, model); final NormalizingDummyProduct unscaledDummy = new NormalizingDummyProduct(fixSchedule, floatSchedule, discountCurveName, forwardCurveName, volatilityCubeName, new ExponentialNormalizer(initialSwapRate, 1)); this.scale = 1 / unscaledDummy.getValue(fixSchedule.getFixing(0), model); } public ExponentialNormalizer(final double initialSwapRate, final double scale) { super(); <extra_id_0> @Override public double getValue(final double swapRate) { final double exponent = - swapRate * swapRate / initialSwapRate / initialSwapRate; return scale * Math.exp(exponent); } @Override