/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
return periodCashFlowFloat;
return value;
if(paysFloat) { final RandomVariable libor = model.getForwardRate(fixingTime, fixingTime, paymentTime); final RandomVariable periodCashFlowFloat = libor.mult(periodLength).mult(notional).div(numeraireAtPayment).mult(monteCarloProbabilitiesAtPayment); value = value.add(periodCashFlowFloat); } } <extra_id_0> } } public ConditionalExpectationEstimator getConditionalExpectationEstimator(final double exerciseTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final RandomVariable[] regressionBasisFunctions = regressionBasisFunctionProvider.getBasisFunctions(exerciseTime, model); return conditionalExpectationRegressionFactory.getConditionalExpectationEstimator(regressionBasisFunctions, regressionBasisFunctions); }