/src/main/java/net/finmath/singleswaprate/annuitymapping/MultiPiterbargAnnuityMapping.java
this.oisSwapRate = Swap.getForwardSwapRate ( fixSchedule, floatSchedule, forwardFromDiscount, tempModel ) ; }
final VolatilityCubeModel tempModel = model.addVolatilityCube(tempCube); final String offsetCode = getOffsetCode(forwardCurveName); final ForwardCurve forwardFromDiscount = new ForwardCurveFromDiscountCurve(discountCurveName, referenceDate, offsetCode); this.basicMapping = new BasicPiterbargAnnuityMapping(fixSchedule, floatSchedule, strike, tempModel, discountCurveName, tempCube.getName(), lowerBound, upperBound, numberOfEvaluationPoints); this.iborSwapRate = Swap.getForwardSwapRate(fixSchedule, floatSchedule, model.getForwardCurve(forwardCurveName), tempModel); <extra_id_0> @Override public double getValue(final double swapRate) { return basicMapping.getValue(oisSwapRate + iborOisDecorrelation * (swapRate - iborSwapRate)); } @Override public double getFirstDerivative(final double swapRate) {