/src/main/java/net/finmath/montecarlo/interestrate/models/funding/FundingCapacityWithMemory.java
previousFundingLevel = time;
previousFundingLevel = fundingLevel;
final double providedLevel = Math.max(previousProvidedLevel,0) + (fundingLevel-Math.max(previousFundingLevel,0)) * survivalProbability; integratedSurvivalProbability = integratedSurvivalProbability.add( fundingIntervalRight.cap(providedLevel) .sub(fundingIntervalLeft.floor(previousProvidedLevel)) .floor(0.0) .div(survivalProbability)); <extra_id_0> } integratedSurvivalProbability = integratedSurvivalProbability.div(fundingIntervalRight.sub(fundingIntervalLeft)); return integratedSurvivalProbability; } @Deprecated public RandomVariable getSurvivalProbabilityRequiredFunding(double time, RandomVariable fundingRequirement) {