/src/main/java/net/finmath/montecarlo/interestrate/products/CancelableSwap.java
final RandomVariable numeraireAtZero   = model.getNumeraire( evaluationTime) ;final RandomVariable numeraire = model.getNumeraire( fixingDate) ;
final RandomVariable numeraire = model.getNumeraire ( fixingDate ) ;
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(); basisFunctions.add(bondLong); basisFunctions.add(bondLong.pow(2.0)); basisFunctions.add(bondLong.pow(3.0)); <extra_id_0> basisFunctions.add(numeraire); basisFunctions.add(numeraire.pow(2.0)); basisFunctions.add(numeraire.pow(3.0)); basisFunctions.add(rateLong.mult(numeraire)); return basisFunctions.toArray(new RandomVariable[basisFunctions.size()]); }