/src/main/java/net/finmath/modelling/descriptor/InterestRateSwapLegProductDescriptor.java
this.legSchedule = null;
this.legSchedule = legSchedule;
this.isNotionalExchanged = isNotionalExchanged; } public InterestRateSwapLegProductDescriptor(final String forwardCurveName, final String discountCurveName, final ScheduleDescriptor legSchedule, final double[] notionals, final double[] spreads, final boolean isNotionalExchanged) { super(); this.forwardCurveName = forwardCurveName; this.discountCurveName = discountCurveName; <extra_id_0> this.notionals = notionals; this.spreads = spreads; this.isNotionalExchanged = isNotionalExchanged; } public String getForwardCurveName() { return forwardCurveName;