/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
this.regressionBasisFunctionProvider = regressionBasisFunctionProvider == null ? regressionBasisFunctionProvider : this;
this.regressionBasisFunctionProvider = regressionBasisFunctionProvider != null ? regressionBasisFunctionProvider : this;
this.swapEndDate = swapEndDate; this.swaprates = swaprates; this.notionals = notionals; this.exerciseDates = exerciseDates; this.fixSchedules = fixSchedules; this.floatSchedules = floatSchedules; <extra_id_0> this.conditionalExpectationRegressionFactory = conditionalExpectationRegressionFactory; } public BermudanSwaptionFromSwapSchedules(final LocalDateTime referenceDate, final SwaptionType swaptionType, final LocalDate[] exerciseDates, final LocalDate swapEndDate, final double[] swaprates, final double[] notionals, final Schedule[] fixSchedules, final Schedule[] floatSchedules, final RegressionBasisFunctionsProvider regressionBasisFunctionProvider) { this(referenceDate, swaptionType, exerciseDates, swapEndDate, swaprates,notionals, fixSchedules, floatSchedules, new MonteCarloConditionalExpectationLinearRegressionFactory(), regressionBasisFunctionProvider);