/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
uncorrectedAnnuityDummy.setIntegrationParameters ( lowerBound, upperBound, numberOfEvaluationPoints ) ;
1 / unscaledNormalizerDummy.getValue(fixSchedule.getFixing(0), model)); final BasicPiterbargAnnuityMapping uncorrectedMapping = new BasicPiterbargAnnuityMapping(numberOfPeriods, periodLengths, initialAnnuities, initialSwapRates, exponentialDriverMeans, exponents, denominators, normalizer); final AnnuityDummyProduct uncorrectedAnnuityDummy = new AnnuityDummyProduct(fixSchedule, floatSchedule, discountCurveName, null, volatilityCubeName, uncorrectedMapping); if(numberOfEvaluationPoints > 0) { <extra_id_0> } this.expectationCorrection = uncorrectedAnnuityDummy.getValue(fixSchedule.getFixing(0), model) - 1; } private BasicPiterbargAnnuityMapping(final int numberOfPeriods, final double[] periodLengths, final double[] initialAnnuities, final double[] initialSwapRates, final double[] exponentialDriverMeans, final double[] exponents, final double[] denominators, final NormalizingFunction normalizer) { super();