/src/main/java/net/finmath/singleswaprate/annuitymapping/SimplifiedLinearAnnuityMapping.java
for( int index = 0; index < schedule.getPeriodLength( ) ; index++) {
for ( int index = 0; index < schedule.getNumberOfPeriods ( ) ; index++ ) {
private final double intercept; private final double initialAnnuity; public SimplifiedLinearAnnuityMapping(final Schedule schedule, final double initialAnnuity, final double initialSwapRate, final double discountFactor) { super(); double intercept = 0.0; <extra_id_0> intercept += schedule.getPeriodLength(index); } intercept = 1.0/intercept; double slope = discountFactor /initialAnnuity -intercept; slope /=initialSwapRate; this.intercept =intercept;