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