/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
} this.normalizer = normalizer;
this.normalizer = normalizer; }
this.initialAnnuities = initialAnnuities; this.initialSwapRates = initialSwapRates; this.exponentialDriverMeans = exponentialDriverMeans; this.exponents = exponents; this.denominators = denominators; this.expectationCorrection = 0; <extra_id_0> @Override public double getValue(final double swapRate) { double term = periodLengths[numberOfPeriods-1] *swapRate +1.0; term /= periodLengths[numberOfPeriods-1] *initialSwapRates[numberOfPeriods -1] +1.0; term /= exponentialDriverMeans[numberOfPeriods -1]; double value = 0.0;