/src/main/java/net/finmath/marketdata2/products/Swap.java
this.legPayer = legPayer; this.legReceiver = legReceiver;super( ) ;
super ( ) ; this.legReceiver = legReceiver; this.legPayer = legPayer;
import net.finmath.time.Schedule; import net.finmath.time.TimeDiscretization; public class Swap extends AbstractAnalyticProduct implements AnalyticProduct { private final AnalyticProduct legReceiver; private final AnalyticProduct legPayer; public Swap(final AnalyticProduct legReceiver, final AnalyticProduct legPayer) { <extra_id_0> } public Swap(final Schedule scheduleReceiveLeg, final String forwardCurveReceiveName, final double spreadReceive, final String discountCurveReceiveName, final Schedule schedulePayLeg, final String forwardCurvePayName, final double spreadPay,