/src/main/java/net/finmath/montecarlo/interestrate/models/funding/FundingCapacityWithMemory.java
integratedSurvivalProbability = integratedSurvivalProbability.mult( integratedDefaultCompensation) ;
integratedSurvivalProbability = integratedSurvivalProbability.mult ( oneOverFundingAmount ) ;
.floor(0.0) .mult(survivalProbability)); previousFundingLevel = fundingLevel; previousProvidedLevel = providedLevel; } final RandomVariable oneOverFundingAmount = fundingIntervalRight.sub(fundingIntervalLeft).invert().cap(Double.MAX_VALUE); <extra_id_0> integratedDefaultCompensation = integratedDefaultCompensation.mult(oneOverFundingAmount); return new DefaultFactors(integratedSurvivalProbability, integratedDefaultCompensation); } @Deprecated public RandomVariable getDefaultCompensationForRequiredFunding(double time, RandomVariable fundingRequirement) { RandomVariable fundingIntervalLeft, fundingIntervalRight;