/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
this.underlying = null;
this.underlying = underlying;
private final boolean isCall; private final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider; public Option(final double exerciseDate, final double strikePrice, final boolean isCall, final AbstractTermStructureMonteCarloProduct underlying, final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider) { super(); this.exerciseDate = exerciseDate; this.strikePrice = strikePrice; <extra_id_0> this.isCall = isCall; strikeProduct = null; this.regressionBasisFunctionsProvider = regressionBasisFunctionsProvider; } public Option(final double exerciseDate, final boolean isCall, final TermStructureMonteCarloProduct strikeProduct, final AbstractTermStructureMonteCarloProduct underlying, final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider) { super();