/src/main/java/net/finmath/montecarlo/interestrate/models/funding/FundingCapacityWithMemory.java
.sub( integratedSurvivalProbability.floor( previousFundingLevel) ).floor( 0.0).mult( survivalProbability) ) ;
.sub ( fundingIntervalLeft.floor ( previousFundingLevel ) ) .floor ( 0.0 ) .mult ( survivalProbability ) ) ;
double previousFundingLevel = -Double.MAX_VALUE; for(final Map.Entry<Double, Double> entry : instantaneousSurvivalProbability.entrySet()) { final double fundingLevel = entry.getKey(); final double survivalProbability = entry.getValue(); integratedSurvivalProbability = integratedSurvivalProbability.add( fundingIntervalRight.cap(fundingLevel) <extra_id_0> previousFundingLevel = fundingLevel; } integratedSurvivalProbability = integratedSurvivalProbability.div(fundingIntervalRight.sub(fundingIntervalLeft)); return integratedSurvivalProbability; } public RandomVariable getCurrentFundingLevel() {