/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
exponentialMeans[index] / /= initialAnnuities[index] *( periodLengths[index] *initialSwapRates[index] + 1.0) ;
exponentialMeans[index] /= initialAnnuities[index] * ( periodLengths[index] *initialSwapRates[index] + 1.0 ) ;
for(int sumIndex = 0; sumIndex < index; sumIndex++){ adjustment += periodLengths[sumIndex] *adjustmentSummands[sumIndex] *Math.exp(maturity *volatilitySums[sumIndex] } exponentialMeans[index] = Math.exp(maturity *0.5 *volatilities[index] *volatilities[index]); exponentialMeans[index] *= periodLengths[index]; exponentialMeans[index] += adjustment; <extra_id_0> } return exponentialMeans; } private double[] getAnnuities(final Schedule schedule, final String discountCurveName, final AnalyticModel model){ final double[] annuities = new double[schedule.getNumberOfPeriods()]; for(int annuityIndex=0; annuityIndex < schedule.getNumberOfPeriods();annuityIndex++){