QLNet.IborIndex.forwardingTermStructure C# (CSharp) Method

        public Handle<YieldTermStructure> forwardingTermStructure()
        {
            return termStructure_;
        }

        public VanillaSwap value()
        {
            Date startDate;

            if (effectiveDate_ != null)
            {
                startDate = effectiveDate_;
            }
            else
            {
                int  fixingDays    = iborIndex_.fixingDays();
                Date referenceDate = Settings.evaluationDate();
                Date spotDate      = floatCalendar_.advance(referenceDate, new Period(fixingDays, TimeUnit.Days));
                startDate = spotDate + forwardStart_;
            }

            Date endDate;

            if (terminationDate_ != null)
            {
                endDate = terminationDate_;
            }
            else
            {
                endDate = startDate + swapTenor_;
            }


            Schedule fixedSchedule = new Schedule(startDate, endDate,
                                                  fixedTenor_, fixedCalendar_,
                                                  fixedConvention_, fixedTerminationDateConvention_,
                                                  fixedRule_, fixedEndOfMonth_,
                                                  fixedFirstDate_, fixedNextToLastDate_);

            Schedule floatSchedule = new Schedule(startDate, endDate,
                                                  floatTenor_, floatCalendar_,
                                                  floatConvention_, floatTerminationDateConvention_,
                                                  floatRule_, floatEndOfMonth_,
                                                  floatFirstDate_, floatNextToLastDate_);

            double?usedFixedRate = fixedRate_;

            if (fixedRate_ == null)         // calculate a fair fixed rate if no fixed rate is provided
            {
                if (iborIndex_.forwardingTermStructure().empty())
                {
                    throw new ArgumentException("no forecasting term structure set to " + iborIndex_.name());
                }
                VanillaSwap temp = new VanillaSwap(type_, nominal_, fixedSchedule, 0.0, fixedDayCount_,
                                                   floatSchedule, iborIndex_, floatSpread_, floatDayCount_);
                temp.setPricingEngine(new DiscountingSwapEngine(iborIndex_.forwardingTermStructure()));
                usedFixedRate = temp.fairRate();
            }

            VanillaSwap swap = new VanillaSwap(type_, nominal_, fixedSchedule, usedFixedRate.Value, fixedDayCount_,
                                               floatSchedule, iborIndex_, floatSpread_, floatDayCount_);

            swap.setPricingEngine(engine_);
            return(swap);
        }