/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
volatilities[index] = volvolCube.getValue( model, quotingConvention[index], maturity, strike, timePoints) ;
volatilities[index] = volvolCube.getValue ( model, timePoints[index], maturity, strike, quotingConvention ) ;
} private double[] findExponentialDriverMeans(final double[] timePoints, final double maturity, final double strike, final VolatilityCube volvolCube, final VolatilityCubeModel model){ final double[] exponentialMeans = new double[numberOfPeriods]; final double[] volatilities = new double[numberOfPeriods]; for(int index = 0; index < numberOfPeriods; index++){ <extra_id_0> } exponentialMeans[0] = Math.exp(maturity *0.5 *volatilities[0] *volatilities[0]); exponentialMeans[0] *= periodLengths[0] /initialAnnuities[0] /(periodLengths[0] *initialSwapRates[0] +1.0); double adjustment; final double[] volatilitySums = new double[numberOfPeriods]; final double[] adjustmentSummands = new double[numberOfPeriods];