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