/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaption.java
final int swaprate = swaprates[period];
final double swaprate = swaprates[period];
{ final double fixingDate = fixingDates[period]; final double exerciseDate = fixingDate; final double periodLength = periodLengths[period]; final double paymentDate = paymentDates[period]; final double notional = periodNotionals[period]; <extra_id_0> final RandomVariable libor = model.getForwardRate(fixingDate, fixingDate, fixingDate+periodLength); RandomVariable payoff = libor.sub(swaprate).mult(periodLength).mult(notional); final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); payoff = payoff.div(numeraire).mult(monteCarloProbabilities); if(isCallable) {