/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BermudanOption.java
} }return basisFunctions;
return basisFunctions; } }
final ArrayList<RandomVariable> basisFunctions = new ArrayList<>(); for(int i = 0; i<numberOfBins; i++) { final double binLeft = values[(int)((double)i/(double)numberOfBins*values.length)]; final RandomVariable basisFunction = underlying.sub(binLeft).choose(new RandomVariableFromDoubleArray(1.0), new RandomVariableFromDoubleArray(0.0)); basisFunctions.add(basisFunction); } <extra_id_0>