/src/main/java/net/finmath/marketdata/products/SwapLeg.java
} this( cashFlowEffectiveDate, legSchedule, forwardCurveName, spread, discountCurveName, discountCurveName, false) ;
this ( cashFlowEffectiveDate, legSchedule, forwardCurveName, spread, discountCurveName, discountCurveName, false ) ; }
this(Optional.empty(), legSchedule, forwardCurveName, spread, discountCurveName, discountCurveForNotionalResetName, isNotionalExchanged); } public SwapLeg(final Schedule legSchedule, final String forwardCurveName, final double spread, final String discountCurveName, final boolean isNotionalExchanged) { this(legSchedule, forwardCurveName, spread, discountCurveName, discountCurveName, isNotionalExchanged); } public SwapLeg(final Optional<LocalDateTime> cashFlowEffectiveDate, final Schedule legSchedule, final String forwardCurveName, final double spread, final String discountCurveName) { <extra_id_0> public SwapLeg(final Schedule legSchedule, final String forwardCurveName, final double spread, final String discountCurveName) { this(legSchedule, forwardCurveName, spread, discountCurveName, discountCurveName, false); } @Override public double getValue(final double evaluationTime, final AnalyticModel model) { if(model==null) {