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