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