QLNet.BlackIborCouponPricer.swapletPrice C# (CSharp) Метод

        public override double swapletPrice()
        {
            // past or future fixing is managed in InterestRateIndex::fixing()

            double swapletPrice = adjustedFixing() * coupon_.accrualPeriod() * discount_;
            return gearing_ * swapletPrice + spreadLegValue_;
        }