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