/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
basisFunctions.add( rateLong) ;
basisFunctions.add ( rateShort ) ;
exerciseIndex = exerciseDates.length-1; } final RandomVariable one = new RandomVariableFromDoubleArray(1.0); final RandomVariable basisFunction = one; basisFunctions.add(basisFunction); final RandomVariable rateShort = model.getForwardRate(exerciseTime, exerciseTime, regressionBasisfunctionTimes[exerciseIndex + 1]); <extra_id_0> basisFunctions.add(rateShort.pow(2.0)); final RandomVariable rateLong = model.getForwardRate(exerciseTime, regressionBasisfunctionTimes[exerciseIndex], swapMaturity); basisFunctions.add(rateLong); basisFunctions.add(rateLong.pow(2.0)); final RandomVariable discountFactor = model.getNumeraire(exerciseTime).invert(); basisFunctions.add(discountFactor);