I just wanted to flag that this test method is producing a float float MTM swap where the notionals are 120m USD vs 100m EUR - I think if you produce the cashflows for this swap the final exchange of USD notional will be 120m * projected forward fx while market convention would be 100m * projected forward fx. I get the FxResetCalculation.Builder#initialNotionalValue allows the initial exchange to be overridden but based on the javadoc for that method I believe it’s not taken into account for other period notional calculations.