//-------------------------------------------------------------------------
        // notional schedule
        private static NotionalSchedule parseNotionalSchedule(CsvRow row, string leg)
        {
            NotionalSchedule.Builder builder = NotionalSchedule.builder();
            // basics
            Currency currency = Currency.of(getValueWithFallback(row, leg, CURRENCY_FIELD));

            builder.currency(currency);
            builder.amount(ValueSchedule.of(LoaderUtils.parseDouble(getValueWithFallback(row, leg, NOTIONAL_FIELD))));
            // fx reset
            Optional <FxIndex>  fxIndexOpt          = findValue(row, leg, FX_RESET_INDEX_FIELD).map(s => FxIndex.of(s));
            Optional <Currency> notionalCurrencyOpt = findValue(row, leg, NOTIONAL_CURRENCY_FIELD).map(s => Currency.of(s));
            Optional <FxResetFixingRelativeTo> fxFixingRelativeToOpt = findValue(row, leg, FX_RESET_RELATIVE_TO_FIELD).map(s => FxResetFixingRelativeTo.of(s));
            Optional <DaysAdjustment>          fxResetAdjOpt         = parseDaysAdjustment(row, leg, FX_RESET_OFFSET_DAYS_FIELD, FX_RESET_OFFSET_CAL_FIELD, FX_RESET_OFFSET_ADJ_CNV_FIELD, FX_RESET_OFFSET_ADJ_CAL_FIELD);

            if (fxIndexOpt.Present)
            {
                FxIndex fxIndex = fxIndexOpt.get();
                FxResetCalculation.Builder fxResetBuilder = FxResetCalculation.builder();
                fxResetBuilder.index(fxIndex);
                fxResetBuilder.referenceCurrency(notionalCurrencyOpt.orElse(fxIndex.CurrencyPair.other(currency)));
                fxFixingRelativeToOpt.ifPresent(v => fxResetBuilder.fixingRelativeTo(v));
                fxResetAdjOpt.ifPresent(v => fxResetBuilder.fixingDateOffset(v));
                builder.fxReset(fxResetBuilder.build());
            }
            else if (notionalCurrencyOpt.Present || fxFixingRelativeToOpt.Present || fxResetAdjOpt.Present)
            {
                throw new System.ArgumentException("Swap trade FX Reset must define field '" + leg + FX_RESET_INDEX_FIELD + "'");
            }
            // optionals
            findValue(row, leg, NOTIONAL_INITIAL_EXCHANGE_FIELD).map(s => LoaderUtils.parseBoolean(s)).ifPresent(v => builder.initialExchange(v));
            findValue(row, leg, NOTIONAL_INTERMEDIATE_EXCHANGE_FIELD).map(s => LoaderUtils.parseBoolean(s)).ifPresent(v => builder.intermediateExchange(v));
            findValue(row, leg, NOTIONAL_FINAL_EXCHANGE_FIELD).map(s => LoaderUtils.parseBoolean(s)).ifPresent(v => builder.finalExchange(v));
            return(builder.build());
        }
        private SwapTrade getMtmTrade(bool initialExchange, bool intermediateExchange, bool finalExchange, double?initialNotional)
        {
            SwapLeg payLeg = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().startDate(LocalDate.of(2014, 1, 24)).endDate(LocalDate.of(2016, 1, 24)).frequency(P3M).businessDayAdjustment(BDA_MF).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(P3M).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.builder().finalExchange(finalExchange).initialExchange(initialExchange).amount(ValueSchedule.of(NOTIONAL_EUR)).currency(EUR).build()).calculation(IborRateCalculation.builder().index(EUR_EURIBOR_3M).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, CalendarUSD.NYC, BDA_P)).spread(ValueSchedule.of(0.0020)).build()).build();

            SwapLeg receiveLeg = RateCalculationSwapLeg.builder().payReceive(RECEIVE).accrualSchedule(PeriodicSchedule.builder().startDate(LocalDate.of(2014, 1, 24)).endDate(LocalDate.of(2016, 1, 24)).frequency(P3M).businessDayAdjustment(BDA_MF).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(P3M).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.builder().finalExchange(finalExchange).initialExchange(initialExchange).intermediateExchange(intermediateExchange).amount(ValueSchedule.of(NOTIONAL_USD)).currency(USD).fxReset(FxResetCalculation.builder().fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, CalendarUSD.NYC, BDA_P)).referenceCurrency(EUR).index(EUR_USD_WM).initialNotionalValue(initialNotional).build()).build()).calculation(IborRateCalculation.builder().index(USD_LIBOR_3M).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, CalendarUSD.NYC, BDA_P)).build()).build();

            return(SwapTrade.builder().info(TradeInfo.builder().tradeDate(LocalDate.of(2014, 9, 10)).build()).product(Swap.of(payLeg, receiveLeg)).build());
        }