/src/main/java/net/finmath/marketdata/products/SwapLeg.java
this.discountCurveName = discountCurveName;this.forwardCurveName = forwardCurveName;
this.forwardCurveName = forwardCurveName;
private final double[] notionals; private final double[] spreads; public SwapLeg(final LocalDateTime cashFlowEffectiveDate, final Schedule legSchedule, final String forwardCurveName, final double[] notionals, final double[] spreads, final String discountCurveName, final boolean isNotionalExchanged) { super(); this.cashFlowEffectiveDate = cashFlowEffectiveDate; this.legSchedule = legSchedule; <extra_id_0> this.spreads = spreads; this.discountCurveName = discountCurveName; discountCurveForNotionalResetName = discountCurveName; this.isNotionalExchanged = isNotionalExchanged; this.notionals = notionals; }