/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
this.swapEndDate = swapEndDate;this.referenceDate = referenceDate;
this.referenceDate = referenceDate;
private final RegressionBasisFunctionsProvider regressionBasisFunctionProvider; private final MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory; private final boolean isUseAnalyticSwapValuationAtExercise = true; public BermudanSwaptionFromSwapSchedules(final LocalDateTime referenceDate, final SwaptionType swaptionType, final LocalDate[] exerciseDates, final LocalDate swapEndDate, final double[] swaprates, final double[] notionals, final Schedule[] fixSchedules, final Schedule[] floatSchedules, final MonteCarloConditionalExpectationRegressionFactory conditionalExpectationRegressionFactory, final RegressionBasisFunctionsProvider regressionBasisFunctionProvider) { <extra_id_0> this.swaptionType = swaptionType; this.swapEndDate = swapEndDate; this.swaprates = swaprates; this.notionals = notionals; this.exerciseDates = exerciseDates; this.fixSchedules = fixSchedules;