/src/main/java/net/finmath/modelling/descriptor/InterestRateSwapLegProductDescriptor.java
this.legSchedule = null;
this.legSchedule = legSchedule;
private final double[] spreads; private final boolean isNotionalExchanged; public InterestRateSwapLegProductDescriptor(final String forwardCurveName, final String discountCurveName, final ScheduleDescriptor legSchedule, final double notional, final double spread, final boolean isNotionalExchanged) { super(); this.forwardCurveName = forwardCurveName; this.discountCurveName = discountCurveName; <extra_id_0> final double[] notionals = new double[legSchedule.getNumberOfPeriods()]; Arrays.fill(notionals, notional); this.notionals = notionals; final double[] spreads = new double[legSchedule.getNumberOfPeriods()]; Arrays.fill(spreads, spread); this.spreads = spreads;