/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
adjustment += volatilities[sumIndex] *adjustmentSummands[sumIndex] *Math.exp( maturity *volatilitySums[sumIndex] }
adjustment += periodLengths[sumIndex] *adjustmentSummands[sumIndex] *Math.exp ( maturity *volatilitySums[sumIndex] }
adjustment = 0.0; for(int innerIndex = 0; innerIndex < index; innerIndex++){ adjustmentSummands[innerIndex] /= exponentialMeans[index-1] *(periodLengths[index-1] *initialSwapRates[index-1] +1.0); volatilitySums[innerIndex] += volatilities[index]; } for(int sumIndex = 0; sumIndex < index; sumIndex++){ <extra_id_0> exponentialMeans[index] = Math.exp(maturity *0.5 *volatilities[index] *volatilities[index]); exponentialMeans[index] *= periodLengths[index]; exponentialMeans[index] += adjustment; exponentialMeans[index] /= initialAnnuities[index] *(periodLengths[index] *initialSwapRates[index] + 1.0); } return exponentialMeans;