/src/main/java/net/finmath/montecarlo/interestrate/products/CancelableSwap.java
this.fixingDates = fixingDates;fixingDateIndex = fixingDates.length-1;
fixingDateIndex = fixingDates.length-1;
basisFunctions.add(basisFunction); int fixingDateIndex = Arrays.binarySearch(fixingDates, fixingDate); if(fixingDateIndex < 0) { fixingDateIndex = -fixingDateIndex; } if(fixingDateIndex >= fixingDates.length) { <extra_id_0> } final RandomVariable rateShort = model.getForwardRate(fixingDate, fixingDate, paymentDates[fixingDateIndex+1]); final RandomVariable bondShort = rateShort.mult(paymentDates[fixingDateIndex+1]-fixingDate).add(1.0).invert(); basisFunctions.add(bondShort); basisFunctions.add(bondShort.pow(2.0)); basisFunctions.add(bondShort.pow(3.0));