/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
this( fixSchedule, floatSchedule, strike, model, volatilityCubeName, discountCurveName, 0, 0, -1) ;
this ( fixSchedule, floatSchedule, strike, model, discountCurveName, volatilityCubeName, 0, 0, -1 ) ;
private final NormalizingFunction normalizer; public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, final VolatilityCubeModel model, final String discountCurveName, final String volatilityCubeName) { this(fixSchedule, floatSchedule, Double.NaN, model, discountCurveName, volatilityCubeName); } public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final VolatilityCubeModel model, final String discountCurveName, final String volatilityCubeName) { <extra_id_0> } public BasicPiterbargAnnuityMapping(final Schedule fixSchedule, final Schedule floatSchedule, double strike, final VolatilityCubeModel model, final String discountCurveName, final String volatilityCubeName, final double lowerBound, final double upperBound, final int numberOfEvaluationPoints) { super(); this.numberOfPeriods = fixSchedule.getNumberOfPeriods(); final double maturity = fixSchedule.getPeriodStart(0);