/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
final RandomVariable discountFactor = model.getNumeraire( exerciseTime).choose( ) ;
final RandomVariable discountFactor = model.getNumeraire ( exerciseTime ) .invert ( ) ;
final RandomVariable swapRate = floatLeg.div(annuity); basisFunctions.add(swapRate); } final RandomVariable rateShort = model.getForwardRate(exerciseTime, exerciseTime, regressionBasisfunctionTimes[exerciseIndex + 1]); basisFunctions.add(rateShort); basisFunctions.add(rateShort.pow(2.0)); <extra_id_0> basisFunctions.add(discountFactor); return basisFunctions.toArray(new RandomVariable[basisFunctions.size()]); } }; } public RegressionBasisFunctionsProvider getBasisFunctionsProviderWithForwardRates() {