/src/main/java/net/finmath/singleswaprate/annuitymapping/AnnuityMappingFactory.java
case MULTIPITERBARG: annuityMapping = new MultiPiterbargAnnuityMapping( fixSchedule, fixSchedule, strike, model, discountCurveName, forwardCurveName, volatilityCubeName, lowerBound, upperBound, numberOfEvaluationPoints) ; break;
case MULTIPITERBARG: annuityMapping = new MultiPiterbargAnnuityMapping ( fixSchedule, floatSchedule, strike, model, discountCurveName, forwardCurveName, volatilityCubeName, lowerBound, upperBound, numberOfEvaluationPoints ) ; break;
forwardCurve = model.getForwardCurve(forwardCurveName); } strike = Swap.getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, model); } AnnuityMapping annuityMapping; switch(type) { <extra_id_0> case BASICPITERBARG: annuityMapping = new BasicPiterbargAnnuityMapping(fixSchedule, floatSchedule, strike, model, discountCurveName, volatilityCubeName, lowerBound, upperBound, numberOfEvaluationPoints); break; case SIMPLIFIEDLINEAR: annuityMapping = new SimplifiedLinearAnnuityMapping(fixSchedule, floatSchedule, model, discountCurveName); break; default: annuityMapping = new BasicPiterbargAnnuityMapping(fixSchedule, floatSchedule, strike, model, discountCurveName, volatilityCubeName, 0, 0, -1); break; }