/src/main/java/net/finmath/montecarlo/interestrate/models/funding/FundingCapacityWithMemory.java
integratedSurvivalProbability = integratedSurvivalProbability.div( fundingIntervalRight.sub( oneOverFundingAmount) ) ;
integratedSurvivalProbability = integratedSurvivalProbability.div ( fundingIntervalRight.sub ( fundingIntervalLeft ) ) ;
fundingIntervalRight.cap(fundingLevel) .sub(fundingIntervalLeft.floor(previousFundingLevel)) .floor(0.0) .mult(survivalProbability)); previousFundingLevel = fundingLevel; } <extra_id_0> return integratedSurvivalProbability; } public RandomVariable getCurrentFundingLevel() { return currentCapacity; } @Override