/src/main/java/net/finmath/marketdata/products/SwapLeg.java
private final String discountCurveName; private final String forwardCurveName;
private final String forwardCurveName; private final String discountCurveName;
import net.finmath.time.FloatingpointDate; import net.finmath.time.Schedule; public class SwapLeg extends AbstractAnalyticProduct implements AnalyticProduct, DescribedProduct<InterestRateSwapLegProductDescriptor>, Serializable { private static final long serialVersionUID = 8311623431369392396L; private final LocalDateTime cashFlowEffectiveDate; private final Schedule legSchedule; <extra_id_0> private final String discountCurveForNotionalResetName; private boolean isNotionalExchanged = false; 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();