/src/main/java/net/finmath/montecarlo/interestrate/products/components/ExposureEstimator.java
for( int i=7; i<regressionBasisFunctions.length; i++) {
for ( int i=0; i<regressionBasisFunctions.length; i++ ) {
RandomVariable filter = values.sub(valuesFloor).choose(one, zero) .mult(values.sub(valuesCap).mult(-1.0).choose(one, zero)); filter = filter.mult(filterNaN); values = values.mult(filter); final RandomVariable[] regressionBasisFunctions = getRegressionBasisFunctions(evaluationTime, (LIBORModelMonteCarloSimulationModel) model); final RandomVariable[] filteredRegressionBasisFunctions = new RandomVariable[regressionBasisFunctions.length]; <extra_id_0> filteredRegressionBasisFunctions[i] = regressionBasisFunctions[i].mult(filter); } final MonteCarloConditionalExpectationRegression condExpEstimator = new MonteCarloConditionalExpectationRegression(filteredRegressionBasisFunctions, regressionBasisFunctions); values = condExpEstimator.getConditionalExpectation(values); } return values;