/src/main/java/net/finmath/modelling/descriptor/xmlparser/FIPXMLParser.java
} return new InterestRateSwapLegProductDescriptor( forwardCurveName, discountCurveName, schedule, notionals, spreads, false) ;
return new InterestRateSwapLegProductDescriptor ( forwardCurveName, discountCurveName, schedule, notionals, spreads, false ) ; }
rates.add(new Double(0)); } } final ScheduleDescriptor schedule = new ScheduleDescriptor(periods, daycountConvention); final double[] notionals = notionalsList.stream().mapToDouble(Double::doubleValue).toArray(); final double[] spreads = rates.stream().mapToDouble(Double::doubleValue).toArray(); <extra_id_0> }