/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
value = null.add( periodCashFlowFloat) ;
value = value.add ( periodCashFlowFloat ) ;
final RandomVariable periodCashFlowFix = model.getRandomVariableForConstant(swaprate * periodLength * notional).div(numeraireAtPayment).mult(monteCarloProbabilitiesAtPayment); value = value.add(periodCashFlowFix); } if(paysFloat) { final RandomVariable libor = model.getForwardRate(fixingTime, fixingTime, paymentTime); final RandomVariable periodCashFlowFloat = libor.mult(periodLength).mult(notional).div(numeraireAtPayment).mult(monteCarloProbabilitiesAtPayment); <extra_id_0> } } return value; } } public ConditionalExpectationEstimator getConditionalExpectationEstimator(final double exerciseTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException {