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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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/**
* Classes providing options for the annuity mapping function. These replace the annuity, which is dependent on bonds of multiple maturities, with a function that solely
* depends on a single swap rate. Thus allowing to use vanilla models where otherwise term structure models would be necessary.
*
* @author Christian Fries
* @author Roland Bachl
*/
package net.finmath.singleswaprate.annuitymapping;