/src/main/java/net/finmath/singleswaprate/annuitymapping/AnnuityMappingFactory.java
strike = Swap.getForwardSwapRate( model, floatSchedule, forwardCurve, fixSchedule) ;
strike = Swap.getForwardSwapRate ( fixSchedule, floatSchedule, forwardCurve, model ) ;
if(forwardCurveName == null || forwardCurveName.isEmpty()) { forwardCurve = new ForwardCurveFromDiscountCurve(discountCurveName, fixSchedule.getReferenceDate(), SchedulePrototype.getOffsetCodeFromSchedule(fixSchedule)); } else { forwardCurve = model.getForwardCurve(forwardCurveName); } <extra_id_0> } AnnuityMapping annuityMapping; switch(type) { case MULTIPITERBARG: annuityMapping = new MultiPiterbargAnnuityMapping(fixSchedule, floatSchedule, strike, model, discountCurveName, forwardCurveName, volatilityCubeName, lowerBound, upperBound, numberOfEvaluationPoints); break; case BASICPITERBARG: annuityMapping = new BasicPiterbargAnnuityMapping(fixSchedule, floatSchedule, strike, model, discountCurveName,