/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExposureEstimator.java
values = values.mult ( filter ) ;
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) .mult(values.sub(valuesCap).mult(-1.0).choose(one, zero)); filter = filter.mult(filterNaN); <extra_id_0> 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);