/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
} return basisFunctions.toArray( new RandomVariable[basisFunctions.size( ) ]) ;
return basisFunctions.toArray ( new RandomVariable[basisFunctions.size ( ) ] ) ; }
} 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(); basisFunctions.add(discountFactor); <extra_id_0> }; } public RegressionBasisFunctionsProvider getBasisFunctionsProviderWithForwardRates() { return new RegressionBasisFunctionsProvider() { @Override public RandomVariable[] getBasisFunctions(final double evaluationTime, final MonteCarloSimulationModel monteCarloModel) throws CalculationException {