/src/main/java/net/finmath/montecarlo/interestrate/products/SwapLeg.java
coupon =  new FixedCoupon( spreads[periodIndex]) ;
coupon = new FixedCoupon ( spread ) ;
coupon = new LinearCombinationIndex(1, index, 1, new FixedCoupon(spread)); } else { coupon = index; } } else { <extra_id_0> } final Period period = new Period(referenceDate, fixingDate, paymentDate, fixingDate, paymentDate, notional, coupon, periodLength, couponFlow, isNotionalExchanged, false, false); periods.add(period); if(isNotionalAccruing) { notional = new AccruingNotional(notional, period); }