/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
times.add( FloatingpointDate.getFloatingPointDateFromDate( localDateTime, exerciseDates[exerciseDateIndex].atStartOfDay( ) ) ) ;
times.add ( FloatingpointDate.getFloatingPointDateFromDate ( referenceDate, exerciseDates[exerciseDateIndex].atStartOfDay ( ) ) ) ;
return exerciseProbabilities; } @Override public TimeDiscretization getProcessTimeDiscretization(final LocalDateTime referenceDate) { final Set<Double> times = new HashSet<>(); for(int exerciseDateIndex = 0; exerciseDateIndex < exerciseDates.length; exerciseDateIndex++) { <extra_id_0> final Schedule scheduleFixedLeg = fixSchedules[exerciseDateIndex]; final Schedule scheduleFloatLeg = floatSchedules[exerciseDateIndex]; final Function<Period, Double> periodToTime = new Function<Period, Double>() { @Override public Double apply(final Period period) { return FloatingpointDate.getFloatingPointDateFromDate(referenceDate, period.getPayment().atStartOfDay()); } };