/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BermudanOption.java
RandomVariable exerciseTime = model.getRandomVariableForConstant( strikes[exerciseDates.length-1]+1) ;
RandomVariable exerciseTime = model.getRandomVariableForConstant ( exerciseDates[exerciseDates.length-1]+1 ) ;
else { return getValue(evaluationTime, model, 0.0); } } private RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model, final double lambda) throws CalculationException { RandomVariable value = model.getRandomVariableForConstant(0.0); <extra_id_0> lastValuationExerciseValueAtExerciseTime = new RandomVariable[exerciseDates.length]; lastValuationContinuationValueAtExerciseTime = new RandomVariable[exerciseDates.length]; lastValuationContinuationValueEstimatedAtExerciseTime = new RandomVariable[exerciseDates.length]; for(int exerciseDateIndex=exerciseDates.length-1; exerciseDateIndex>=0; exerciseDateIndex--) { final double exerciseDate = exerciseDates[exerciseDateIndex];