We study Brownian motion and Brownian bridge processes conditioned to remain in a fixed interval $[0,a]$, focusing on the conditional distribution at a single time. For a Brownian motion in $[0,a]$, conditioned on survival up to time $t$ we recall (and present in a self-contained form) the conditional density of its position at $t$ (exact extrapolation). For a Brownian bridge conditioned to remain in $[0,a]$ on $[0,T]$ we express the probability density at an interior time as a normalized product of killed transition densities (exact interpolation). These densities admit dual complementary series representations, which are linked via the Jacobi theta identity. Our main contribution is a unified exact sampling suite for both extrapolation and interpolation that (i) includes boundary endpoints and (ii) automatically switches between density representations to keep acceptance rates efficient across regimes. To that end, we derive simple proposal families which cover both small- and large-time regimes, with an automatic rule selecting the tighter envelope. Our procedures extend to exact simulation of discrete skeleton paths at multiple times via the Markov property.
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