/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
final double[] paremetersRegressed = condExpEstimator.getLinearRegressionParameters( underlying.mult( weight) ) ;
final double[] paremetersRegressed = condExpEstimator.getLinearRegressionParameters ( continuationValues.mult ( weight ) ) ;
c = Math.exp(-riskFreeRate * (fromTimeNext-fromTime)) * boundaryLocal; d = Math.exp(-riskFreeRate * (toTime-fromTimeNext)); } else if(boundaryAdjustmentType == BoundaryAdjustmentType.LINEAR_REGRESSED) { final RandomVariable weight = new RandomVariableFromDoubleArray(1.0); final MonteCarloConditionalExpectationRegression condExpEstimator = new MonteCarloConditionalExpectationRegression(getRegressionBasisFunctions(toTime, model, weight)); <extra_id_0> c = paremetersRegressed[0] + boundaryLocal * paremetersRegressed[1]; d = paremetersRegressed[1]; } else if(boundaryAdjustmentType == BoundaryAdjustmentType.SIMPLE_SUPERHEDGE) { c = boundaryLocal; d = 1;