/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
private AbstractTermStructureMonteCarloProduct underlying;
private final AbstractTermStructureMonteCarloProduct underlying;
import net.finmath.stochastic.RandomVariable; import net.finmath.stochastic.Scalar; public class Option extends AbstractProductComponent implements RegressionBasisFunctionsProvider { private static final long serialVersionUID = 2987369289230532162L; private final double exerciseDate; private final double strikePrice; <extra_id_0> private final TermStructureMonteCarloProduct strikeProduct; private final boolean isCall; private final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider; public Option(final double exerciseDate, final double strikePrice, final boolean isCall, final AbstractTermStructureMonteCarloProduct underlying, final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider) { super(); this.exerciseDate = exerciseDate;