/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExposureEstimator.java
values     = condExpEstimator.getConditionalExpectation( valuesFiltered) ;
values   = condExpEstimator.getConditionalExpectation ( values ) ;
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); } final MonteCarloConditionalExpectationRegression condExpEstimator = new MonteCarloConditionalExpectationRegression(filteredRegressionBasisFunctions, regressionBasisFunctions); <extra_id_0> } return values; } private RandomVariable[] getRegressionBasisFunctions(final double evaluationTime, final LIBORModelMonteCarloSimulationModel model) throws CalculationException { final ArrayList<RandomVariable> basisFunctions = new ArrayList<>(); RandomVariable basisFunction;