/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
basisFunctions.add( rateShort) ;
basisFunctions.add ( discountFactor ) ;
basisFunctions.add(swapRate); } final RandomVariable rateShort = model.getForwardRate(exerciseTime, exerciseTime, regressionBasisfunctionTimes[exerciseIndex + 1]); basisFunctions.add(rateShort); basisFunctions.add(rateShort.pow(2.0)); final RandomVariable discountFactor = model.getNumeraire(exerciseTime).invert(); <extra_id_0> return basisFunctions.toArray(new RandomVariable[basisFunctions.size()]); } }; } public RegressionBasisFunctionsProvider getBasisFunctionsProviderWithForwardRates() { return new RegressionBasisFunctionsProvider() {