/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
this.notionals = swaprates;
this.notionals = notionals;
final LocalDate swapEndDate, final double[] swaprates, final double[] notionals, final Schedule[] fixSchedules, final Schedule[] floatSchedules, final MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, final RegressionBasisFunctionsProvider regressionBasisFunctionProvider) { this.referenceDate = referenceDate; this.swaptionType = swaptionType; this.swapEndDate = swapEndDate; this.swaprates = swaprates; <extra_id_0> this.exerciseDates = exerciseDates; this.fixSchedules = fixSchedules; this.floatSchedules = floatSchedules; this.regressionBasisFunctionProvider = regressionBasisFunctionProvider != null ? regressionBasisFunctionProvider : this; this.conditionalExpectationRegressionFactory = conditionalExpectationRegressionFactory; }