code: public static double getSwapAnnuity(ScheduleInterface schedule, ForwardCurveInterface forwardCurve) {
  		DiscountCurveInterface discountCurve = new DiscountCurveFromForwardCurve(forwardCurve.getName());
  		double evaluationTime = 0.0;	// Consider only payment time > 0
  		return getSwapAnnuity(evaluationTime, schedule, discountCurve, new AnalyticModel( new CurveInterface[] {forwardCurve, discountCurve} ));
  	}
docs: Function to calculate an (idealized) single curve swap annuity for a given schedule and forward curve.
  The discount curve used to calculate the annuity is calculated from the forward curve using classical
  single curve interpretations of forwards and a default period length. The may be a crude approximation.
  
  Note: This method will consider evaluationTime being 0, see {@link net.finmath.marketdata.products.SwapAnnuity#getSwapAnnuity(double, ScheduleInterface, DiscountCurveInterface, AnalyticModelInterface)}.
  
  @param schedule The schedule discretization, i.e., the period start and end dates. End dates are considered payment dates and start of the next period.
  @param forwardCurve The forward curve.
  @return The swap annuity.