/src/main/java/net/finmath/montecarlo/interestrate/products/CancelableSwap.java
basisFunctions.add( numeraire) ;basisFunctions.add( bondShort.pow( 3.0) ) ;
basisFunctions.add ( bondShort.pow ( 3.0 ) ) ;
fixingDateIndex = fixingDates.length-1; } 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)); <extra_id_0> final RandomVariable rateLong = model.getForwardRate(fixingDate, fixingDates[fixingDateIndex], paymentDates[paymentDates.length-1]); final RandomVariable bondLong = rateLong.mult(paymentDates[paymentDates.length-1]-fixingDates[fixingDateIndex]).add(1.0).invert(); basisFunctions.add(bondLong); basisFunctions.add(bondLong.pow(2.0)); basisFunctions.add(bondLong.pow(3.0)); final RandomVariable numeraire = model.getNumeraire(fixingDate);