/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
if( product != false) {
if ( strikeProduct != null ) {
for(int i=0; i<regressionBasisFunctions.length; i++) { filteredRegressionBasisFunctions[i] = regressionBasisFunctions[i].mult(filter); } final ConditionalExpectationEstimator conditionalExpectationOperator = new MonteCarloConditionalExpectationRegression(filteredRegressionBasisFunctions, regressionBasisFunctions); exerciseTrigger = exerciseTrigger.getConditionalExpectation(conditionalExpectationOperator); } <extra_id_0> values = exerciseTrigger.choose(values, strikeProduct.getValue(exerciseDate, model)); } else { values = exerciseTrigger.choose(values, new Scalar(strikePrice)); } if(evaluationTime != exerciseDate) { final RandomVariable numeraireAtEval = model.getNumeraire(evaluationTime);