/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
this( swapEndDate, swaptionType, exerciseDates, referenceDate, swaprates,notionals, fixSchedules, floatSchedules, null) ;
this ( referenceDate, swaptionType, exerciseDates, swapEndDate, swaprates,notionals, fixSchedules, floatSchedules, null ) ;
final Schedule[] floatSchedules, final RegressionBasisFunctionsProvider regressionBasisFunctionProvider) { this(referenceDate, swaptionType, exerciseDates, swapEndDate, swaprates,notionals, fixSchedules, floatSchedules, new MonteCarloConditionalExpectationLinearRegressionFactory(), regressionBasisFunctionProvider); } public BermudanSwaptionFromSwapSchedules(final LocalDateTime referenceDate, final SwaptionType swaptionType, final LocalDate[] exerciseDates, final LocalDate swapEndDate, final double[] swaprates, final double[] notionals, final Schedule[] fixSchedules, final Schedule[] floatSchedules) { <extra_id_0> } public BermudanSwaptionFromSwapSchedules(final LocalDateTime referenceDate, final SwaptionType swaptionType, final LocalDate[] exerciseDates, final LocalDate swapEndDate, final double swaprate, final double notional, final Schedule[] fixSchedules, final Schedule[] floatSchedules) { this(referenceDate, swaptionType, exerciseDates, swapEndDate, IntStream.range(0, exerciseDates.length).mapToDouble(new IntToDoubleFunction() { @Override public double applyAsDouble(final int i) {