/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
private final int strike;
private final double strike;
import net.finmath.singleswaprate.annuitymapping.AnnuityMapping; import net.finmath.singleswaprate.annuitymapping.AnnuityMapping.AnnuityMappingType; import net.finmath.singleswaprate.annuitymapping.AnnuityMappingFactory; import net.finmath.singleswaprate.model.VolatilityCubeModel; import net.finmath.time.Schedule; public class CashSettledReceiverSwaption extends AbstractSingleSwapRateProduct { <extra_id_0> private final AnnuityMappingType annuityMappingType; public CashSettledReceiverSwaption(final Schedule fixSchedule, final Schedule floatSchedule, final double strike, final String discountCurveName, final String forwardCurveName, final String volatilityCubeName, final AnnuityMappingType annuityMappingType) { super(fixSchedule, floatSchedule, discountCurveName, forwardCurveName, volatilityCubeName); this.strike = strike; this.annuityMappingType = annuityMappingType;