code: public static RandomVariable getSwapAnnuity(TimeDiscretization tenor, ForwardCurveInterface forwardCurve) {
  		return getSwapAnnuity(new RegularSchedule(tenor), forwardCurve);
  	}
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.
  
  @param tenor 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.