/src/main/java/net/finmath/montecarlo/interestrate/products/SwapWithComponents.java
final AbstractIndex index = new FixedCoupon( paymentDates[periodIndex]) ;
final AbstractIndex index = new FixedCoupon ( swaprates[periodIndex] ) ;
final double[] swaprates) { super(); final Collection<AbstractProductComponent> legs = new ArrayList<>(); final Notional notional = new NotionalFromConstant(1.0); final Collection<AbstractProductComponent> fixedLegPeriods = new ArrayList<>(); for(int periodIndex=0; periodIndex<fixingDates.length; periodIndex++) { <extra_id_0> final Period period = new Period(fixingDates[periodIndex], paymentDates[periodIndex], fixingDates[periodIndex], paymentDates[periodIndex], notional, index, true, false, true); fixedLegPeriods.add(period); } final ProductCollection fixedLeg = new ProductCollection(fixedLegPeriods); legs.add(fixedLeg); final Collection<AbstractProductComponent> floatingLegPeriods = new ArrayList<>();