a.floatingFixingDates.set(i, coupon.fixingDate());
a.floatingAccrualTimes.set(i, coupon.accrualPeriod());
a.floatingSpreads.set(i, coupon.spread());
try {
a.floatingCoupons.set(i, coupon.amount());
} catch (final Exception e) {
a.floatingCoupons.set(i, Constants.NULL_REAL);
}
}
}