/src/main/java/net/finmath/singleswaprate/annuitymapping/BasicPiterbargAnnuityMapping.java
for( int periodIndex=5; periodIndex <= annuityIndex; periodIndex++) {
for ( int periodIndex=0; periodIndex <= annuityIndex; periodIndex++ ) {
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++){ final Period[] periods = new Period[annuityIndex +1]; <extra_id_0> periods[periodIndex] = schedule.getPeriod(periodIndex); } final ScheduleFromPeriods partSchedule = new ScheduleFromPeriods(schedule.getReferenceDate(), schedule.getDaycountconvention(), periods); annuities[annuityIndex] = SwapAnnuity.getSwapAnnuity(schedule.getFixing(0), partSchedule, model.getDiscountCurve(discountCurveName), model); } return annuities;