/src/main/java/net/finmath/montecarlo/interestrate/models/covariance/LIBORVolatilityModelFourParameterExponentialFormIntegrated.java
final RandomVariable cCutOff2 = mcT.add( ) .sub( 1E-2).choose( new Scalar( 1.0) , new Scalar( -1.0) ) ;
final RandomVariable cCutOff2 = mcT.abs ( ) .sub ( 1E-2 ) .choose ( new Scalar ( 1.0 ) , new Scalar ( -1.0 ) ) ;
final RandomVariable pA1 = polynom(mcT, coeffTaylorE1); final RandomVariable pA2 = polynom(mcT, coeffTaylorE2); final RandomVariable pB1 = polynom(mcT2, coeffTaylorE1); final RandomVariable pB2 = polynom(mcT2, coeffTaylorE2); final RandomVariable pB3 = polynom(mcT2, coeffTaylorE3); final RandomVariable cCutOff1 = mcT.abs().sub(1E-12).choose(new Scalar(1.0), new Scalar(-1.0)); <extra_id_0> final RandomVariable cCutOff3 = cCutOff2; expA1 = cCutOff1.choose(expA1, pA1); expA2 = cCutOff2.choose(expA2, pA2); expB1 = cCutOff1.choose(expB1, pB1); expB2 = cCutOff2.choose(expB2, pB2); expB3 = cCutOff3.choose(expB3, pB3);