FastQuant.TimeSeries.GetCovariance C# (CSharp) Method

        public double GetCovariance(TimeSeries series)
        {
            EnsureNotNull(series);
            var m1 = GetMean();
            var m2 = series.GetMean();
            int count = 0;
            double sum = 0;
            for (int i = 0; i < Count; ++i)
            {
                var dateTime = GetDateTime(i);
                if (series.Contains(dateTime))
                {
                    sum += (this[i] - m1) * (series[dateTime, SearchOption.ExactFirst] - m2);
                    ++count;
                }
            }
            return count <= 1 ? 0 : sum / (count - 1);
        }