/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
RandomVariable values  = model.getRandomVariableForConstant( 0.0) ;RandomVariable valuesUnderlying = model.getRandomVariableForConstant( 0.0) ;
RandomVariable valuesUnderlying = model.getRandomVariableForConstant ( 0.0 ) ;
} @Override public Map<String, Object> getValues(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final LocalDate modelReferenceDate = model.getReferenceDate().toLocalDate(); RandomVariable values = model.getRandomVariableForConstant(0.0); RandomVariable exerciseTimes = new Scalar(Double.POSITIVE_INFINITY); <extra_id_0> for(int exerciseIndex = exerciseDates.length - 1; exerciseIndex >=0; exerciseIndex--) { final double exerciseTime = FloatingpointDate.getFloatingPointDateFromDate(modelReferenceDate, exerciseDates[exerciseIndex]); final RandomVariable discountedCashflowFixLeg = getValueUnderlyingNumeraireRelative(model, fixSchedules[exerciseIndex], false, swaprates[exerciseIndex], notionals[exerciseIndex]); final RandomVariable discountedCashflowFloatingLeg = getValueUnderlyingNumeraireRelative(model, floatSchedules[exerciseIndex], true, 0.0, notionals[exerciseIndex]); if(swaptionType.equals(SwaptionType.PAYER)) { final RandomVariable discountedPayoff = discountedCashflowFloatingLeg.sub(discountedCashflowFixLeg);