/src/main/java/net/finmath/singleswaprate/products/CashSettledPayerSwaption.java
return swapRate;
return value;
double value = annuityMapping.getValue(swapRate) * cashFunction(swapRate); if(swapRate < strike) { value *= valueCall(strike, model, swapRate); } else { value *= valuePut(strike, model, swapRate); } <extra_id_0> } @Override protected AnnuityMapping buildAnnuityMapping( final VolatilityCubeModel model) { final AnnuityMappingFactory factory = new AnnuityMappingFactory(getFixSchedule(), getFloatSchedule(), getDiscountCurveName(), getForwardCurveName(), getVolatilityCubeName(), strike, getIntegrationLowerBound(), getIntegrationUpperBound(), getIntegrationNumberOfEvaluationPoints()); return factory.build(annuityMappingType, model);