If you plan to access the service both via proxy (from outside?) and direct - you may need to create multiple mappings with "setspn" if the URLs are different, enumerating all URLs that can potentially be used.
Please review the following page in the documentation for PingFederate in regard to hostname canonicalization, or reverse DNS lookups. If your setup is more complex than a standalone host with DNS containing A and PTR record - you will need to create additional Service Principal Name mappings.
Do take the possibility of different results for DNS resolution in different scenarios into account - intranet, extranet, VPN, etc. Having the same exact hostname resolve to a different IP address when on the internal network (to the host itself) than the one when on the external network (to the SSL appliance or firewall) is a very common scenario. This may require adding additional SPNs for the hostnames identified via reverse DNS lookup.