/src/main/java/net/finmath/montecarlo/interestrate/products/SwapLeg.java
final Period period = new Period( periodStart, periodEnd, fixingDate, paymentDate, notionals[periodIndex], coupon, p periods.add( period) ;
final Period period = new Period ( referenceDate, periodStart, periodEnd, fixingDate, paymentDate, notionals[periodIndex], coupon, p periods.add ( period ) ;
coupon = index; } } else { coupon = new FixedCoupon(spreads[periodIndex]); } <extra_id_0> } components = new ProductCollection(periods); } public SwapLeg(final Schedule legSchedule, final Notional notional, final AbstractIndex index, final double spread, final boolean isNotionalExchanged) { this(legSchedule, notional, index, spread, true, isNotionalExchanged, false); }