/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaption.java
this.fixingDates = fixingDates;this.paymentDates = paymentDates;
this.paymentDates = paymentDates;
private final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider; public BermudanSwaption(final boolean[] isPeriodStartDateExerciseDate, final double[] fixingDates, final double[] periodLength, final double[] paymentDates, final double[] periodNotionals, final double[] swaprates, final boolean isCallable, final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider) { super(); this.isPeriodStartDateExerciseDate = isPeriodStartDateExerciseDate; this.fixingDates = fixingDates; periodLengths = periodLength; <extra_id_0> this.periodNotionals = periodNotionals; this.swaprates = swaprates; this.isCallable = isCallable; this.regressionBasisFunctionsProvider = regressionBasisFunctionsProvider; } public BermudanSwaption(final boolean[] isPeriodStartDateExerciseDate, final double[] fixingDates, final double[] periodLength, final double[] paymentDates, final double[] periodNotionals, final double[] swaprates, final boolean isCallable) {