/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BermudanOption.java
private double[] exerciseDates;
private final double[] exerciseDates;
import net.finmath.stochastic.Scalar; public class BermudanOption extends AbstractAssetMonteCarloProduct { public enum ExerciseMethod { ESTIMATE_COND_EXPECTATION, UPPER_BOUND_METHOD } <extra_id_0> private final double[] notionals; private final double[] strikes; private final int numberOfBasisFunctions; private final boolean intrinsicValueAsBasisFunction; private final boolean useBinning; private final ExerciseMethod exerciseMethod;