/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
exerciseTrigger     = strike.getConditionalExpectation( conditionalExpectationOperator) ;
exerciseTrigger   = exerciseTrigger.getConditionalExpectation ( conditionalExpectationOperator ) ;
final RandomVariable[] regressionBasisFunctions = regressionBasisFunctionsProvider != null ? regressionBasisFunctionsProvider.getBasisFunctions(evaluationTime, model) : getBasisFunctions(exerciseDate, model); final RandomVariable[] filteredRegressionBasisFunctions = new RandomVariable[regressionBasisFunctions.length]; for(int i=0; i<regressionBasisFunctions.length; i++) { filteredRegressionBasisFunctions[i] = regressionBasisFunctions[i].mult(filter); } final ConditionalExpectationEstimator conditionalExpectationOperator = new MonteCarloConditionalExpectationRegression(filteredRegressionBasisFunctions, regressionBasisFunctions); <extra_id_0> } if(strikeProduct != null) { values = exerciseTrigger.choose(values, strikeProduct.getValue(exerciseDate, model)); } else { values = exerciseTrigger.choose(values, new Scalar(strikePrice)); }