s_logger.error("can't find time series for {} on {}", swapRateForMaturityIdentifier, tradeDate);
return null;
}
Double fixedRate = (fixedRateSeries.getTimeSeries().getEarliestValue() + getRandom().nextDouble()) / 100d;
Double notional = (double) (getRandom(99999) + 1) * 1000;
ZonedDateTime tradeDateTime = tradeDate.atStartOfDay(ZoneOffset.UTC);
ZonedDateTime maturityDateTime = tradeDate.plus(maturity.getPeriod()).atStartOfDay(ZoneOffset.UTC);
String counterparty = "CParty";
SwapLeg fixedLeg = new FixedInterestRateLeg(swapConvention.getSwapFixedLegDayCount(),
swapConvention.getSwapFixedLegFrequency(),
swapConvention.getSwapFixedLegRegion(),