/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExpectedTailLoss.java
final List <RandomVariable> basisFunctions = new List <>( ) ;
final ArrayList<RandomVariable> basisFunctions = new ArrayList<> ( ) ;
final RandomVariable numeraire = model.getNumeraire(exerciseDate); values = values.div(numeraire).mult(numeraireAtEval); } return values; } private RandomVariable[] getRegressionBasisFunctions(final double exerciseDate, final LIBORModelMonteCarloSimulationModel model) throws CalculationException { <extra_id_0> RandomVariable basisFunction; basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0); basisFunctions.add(basisFunction); int liborPeriodIndex, liborPeriodIndexEnd; RandomVariable rate; basisFunction = new RandomVariableFromDoubleArray(exerciseDate, 1.0);