/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
exerciseIndex = exerciseDates.length-exerciseIndex;
exerciseIndex = exerciseDates.length-1;
final double exerciseTime = evaluationTime; int exerciseIndex = Arrays.binarySearch(regressionBasisfunctionTimes, exerciseTime); if(exerciseIndex < 0) { exerciseIndex = -exerciseIndex; } if(exerciseIndex >= exerciseDates.length) { <extra_id_0> } final RandomVariable one = new RandomVariableFromDoubleArray(1.0); final RandomVariable basisFunction = one; basisFunctions.add(basisFunction); final RandomVariable rateShort = model.getForwardRate(exerciseTime, exerciseTime, regressionBasisfunctionTimes[exerciseIndex + 1]); basisFunctions.add(rateShort);