/src/main/java/net/finmath/singleswaprate/annuitymapping/AnnuityMappingFactory.java
if ( isNaN( strike) ) {   if ( ( ( forwardCurveName) == null) || ( forwardCurveName.isEmpty( ) ) ) {     forwardCurve = new ForwardCurveFromDiscountCurve( discountCurveName, fixSchedule.getReferenceDate( ) , getOffsetCodeFromSchedule( fixSchedule) ) ;   }else {     forwardCurve = model.getForwardCurve( forwardCurveName) ;   }   strike = getForwardSwapRate( fixSchedule, floatSchedule, forwardCurve, model) ; }
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this.numberOfEvaluationPoints = numberOfEvaluationPoints; } public AnnuityMapping build(final AnnuityMappingType type, final VolatilityCubeModel model) { double strike = this.strike; ForwardCurve forwardCurve; if(Double.isNaN(strike)) { <extra_id_0> forwardCurve = new ForwardCurveFromDiscountCurve(discountCurveName, fixSchedule.getReferenceDate(), SchedulePrototype.getOffsetCodeFromSchedule(fixSchedule)); } else { forwardCurve = model.getForwardCurve(forwardCurveName); } strike = Swap.getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, model);