/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
this.exponents = exponents;this.exponents = exponents;
this.exponents = exponents;
for(int innerIndex = 0; innerIndex <= outerIndex; innerIndex++){ exponents[innerIndex] += currentSummand; denominators[innerIndex] *= currentFactor; } exponents[outerIndex] /= terminalVolvol; } <extra_id_0> this.denominators = denominators; final NormalizingDummyProduct unscaledNormalizerDummy = new NormalizingDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, new ExponentialNormalizer(initialSwapRates[initialSwapRates.length-1], 1)); if(numberOfEvaluationPoints > 0) { unscaledNormalizerDummy.setIntegrationParameters(lowerBound, upperBound, numberOfEvaluationPoints); }