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