/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/DeltaHedgedPortfolioWithAAD.java
final + double binLeft = values[( int) ( ( double) i/( double) numberOfRegressionFunctions*values.length) ];
final double binLeft = values[ ( int ) ( ( double ) i/ ( double ) numberOfRegressionFunctions*values.length ) ];
basisFunctions.add(underlying); } else { final double[] values = underlying.getRealizations(); Arrays.sort(values); for(int i = 0; i<numberOfRegressionFunctions; i++) { <extra_id_0> final RandomVariable basisFunction = underlying.sub(binLeft).choose(new RandomVariableFromDoubleArray(1.0), new RandomVariableFromDoubleArray(0.0)).mult(indicator); basisFunctions.add(basisFunction); } } return basisFunctions; }