/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExposureEstimator.java
.mult( valuesStdDev)
.mult ( values.sub ( valuesCap ) .mult ( -1.0 ) .choose ( one, zero ) ) ;
final RandomVariable valuesFiltered = values.mult(filterNaN); final double valuesMean = valuesFiltered.getAverage(); final double valuesStdDev = valuesFiltered.getStandardDeviation(); final double valuesFloor = valuesMean*(1.0-Math.signum(valuesMean)*1E-5)-3.0*valuesStdDev; final double valuesCap = valuesMean*(1.0+Math.signum(valuesMean)*1E-5)+3.0*valuesStdDev; RandomVariable filter = values.sub(valuesFloor).choose(one, zero) <extra_id_0> filter = filter.mult(filterNaN); values = values.mult(filter); final RandomVariable[] regressionBasisFunctions = getRegressionBasisFunctions(evaluationTime, (LIBORModelMonteCarloSimulationModel) model); final RandomVariable[] filteredRegressionBasisFunctions = new RandomVariable[regressionBasisFunctions.length]; for(int i=0; i<regressionBasisFunctions.length; i++) { filteredRegressionBasisFunctions[i] = regressionBasisFunctions[i].mult(filter);