private static SwapTrade parseVariableNotional(SwapTrade trade, List<CsvRow> variableRows) { // parse notionals ImmutableList.Builder<ValueStep> stepBuilder = ImmutableList.builder(); for (CsvRow row : variableRows) { LocalDate date = LoaderUtils.parseDate(row.getValue(START_DATE_FIELD)); row.findValue(NOTIONAL_FIELD) .map(str -> LoaderUtils.parseDouble(str)) .ifPresent(notional -> stepBuilder.add(ValueStep.of(date, ValueAdjustment.ofReplace(notional)))); } ImmutableList<ValueStep> varNotionals = stepBuilder.build(); if (varNotionals.isEmpty()) { return trade; } // adjust the trade, inserting the variable notionals ImmutableList.Builder<SwapLeg> legBuilder = ImmutableList.builder(); for (SwapLeg swapLeg : trade.getProduct().getLegs()) { RateCalculationSwapLeg leg = (RateCalculationSwapLeg) swapLeg; NotionalSchedule notionalSchedule = leg.getNotionalSchedule().toBuilder() .amount(ValueSchedule.of(leg.getNotionalSchedule().getAmount().getInitialValue(), varNotionals)) .build(); legBuilder.add(leg.toBuilder().notionalSchedule(notionalSchedule).build()); } return replaceLegs(trade, legBuilder.build()); }