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