/src/main/java/net/finmath/montecarlo/interestrate/products/components/Option.java
this.isCall  = null;
this.isCall  = isCall;
public Option(final double exerciseDate, final boolean isCall, final TermStructureMonteCarloProduct strikeProduct, final AbstractTermStructureMonteCarloProduct underlying, final RegressionBasisFunctionsProvider regressionBasisFunctionsProvider) { super(); this.exerciseDate = exerciseDate; strikePrice = Double.NaN; this.strikeProduct = strikeProduct; this.underlying = underlying; <extra_id_0> this.regressionBasisFunctionsProvider = regressionBasisFunctionsProvider; } public Option(final double exerciseDate, final boolean isCall, final TermStructureMonteCarloProduct strikeProduct, final AbstractTermStructureMonteCarloProduct underlying) { this(exerciseDate, isCall, strikeProduct, underlying, null); } public Option(final double exerciseDate, final double strikePrice, final boolean isCall, final AbstractTermStructureMonteCarloProduct underlying) {