final int bermudanForwards = 4;
final Date[] exerciseDates = new Date[bermudanForwards];
for (int i = 1; i <= bermudanForwards; i++) {
exerciseDates[i-1] = settlementDate.add(new Period(3 * i, TimeUnit.Months));
}
final Exercise bermudanExercise = new BermudanExercise(exerciseDates);
// Define exercise for American Options
final Exercise americanExercise = new AmericanExercise(settlementDate, maturity);
// bootstrap the yield/dividend/volatility curves