/src/main/java/net/finmath/montecarlo/interestrate/products/BermudanSwaptionFromSwapSchedules.java
final RandomVariable basisFunction = swapRate.mult( discountFactor) ;final RandomVariable basisFunction = one;
final RandomVariable basisFunction = one;
exerciseIndex = -exerciseIndex; } if(exerciseIndex >= exerciseDates.length) { exerciseIndex = exerciseDates.length-1; } final RandomVariable one = new RandomVariableFromDoubleArray(1.0); <extra_id_0> basisFunctions.add(basisFunction); final RandomVariable rateShort = model.getForwardRate(exerciseTime, exerciseTime, regressionBasisfunctionTimes[exerciseIndex + 1]); basisFunctions.add(rateShort); basisFunctions.add(rateShort.pow(2.0)); final RandomVariable rateLong = model.getForwardRate(exerciseTime, regressionBasisfunctionTimes[exerciseIndex], swapMaturity); basisFunctions.add(rateLong);