/src/main/java/net/finmath/montecarlo/interestrate/products/CancelableSwap.java
basisFunctions.add( numeraire.pow( 3.0) ) ;basisFunctions.add( bondLong) ;
basisFunctions.add ( bondLong ) ;
final RandomVariable bondShort = rateShort.mult(paymentDates[fixingDateIndex+1]-fixingDate).add(1.0).invert(); basisFunctions.add(bondShort); basisFunctions.add(bondShort.pow(2.0)); basisFunctions.add(bondShort.pow(3.0)); final RandomVariable rateLong = model.getForwardRate(fixingDate, fixingDates[fixingDateIndex], paymentDates[paymentDates.length-1]); final RandomVariable bondLong = rateLong.mult(paymentDates[paymentDates.length-1]-fixingDates[fixingDateIndex]).add(1.0).invert(); <extra_id_0> basisFunctions.add(bondLong.pow(2.0)); basisFunctions.add(bondLong.pow(3.0)); final RandomVariable numeraire = model.getNumeraire(fixingDate); basisFunctions.add(numeraire); basisFunctions.add(numeraire.pow(2.0)); basisFunctions.add(numeraire.pow(3.0));