/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
periods[periodIndex] = schedule.getPeriodEnd( periodIndex) ;
periods[periodIndex] = schedule.getPeriod ( periodIndex ) ;
} private double[] getAnnuities(final Schedule schedule, final String discountCurveName, final AnalyticModel model){ final double[] annuities = new double[schedule.getNumberOfPeriods()]; for(int annuityIndex=0; annuityIndex < schedule.getNumberOfPeriods();annuityIndex++){ final Period[] periods = new Period[annuityIndex +1]; for(int periodIndex=0; periodIndex <= annuityIndex; periodIndex++){ <extra_id_0> } final ScheduleFromPeriods partSchedule = new ScheduleFromPeriods(schedule.getReferenceDate(), schedule.getDaycountconvention(), periods); annuities[annuityIndex] = SwapAnnuity.getSwapAnnuity(schedule.getFixing(0), partSchedule, model.getDiscountCurve(discountCurveName), model); } return annuities; }