QLNet.CappedFlooredCoupon.cap C# (CSharp) Метод

        public double cap()
        {
            if ((gearing_ > 0) && isCapped_)
                return cap_.GetValueOrDefault();
            if ((gearing_ < 0) && isFloored_)
                return floor_.GetValueOrDefault();
            return 0.0;
        }

        // other
        public override void setupArguments(IPricingEngineArguments args)
        {
            base.setupArguments(args);

            Arguments arguments = args as Arguments;

            Utils.QL_REQUIRE(arguments != null, () => "argument type does not match");

            arguments.type     = type_;
            arguments.nominal1 = nominal1_;
            arguments.nominal2 = nominal2_;
            arguments.index1   = index1_;
            arguments.index2   = index2_;

            List <CashFlow> leg1Coupons = leg1();
            List <CashFlow> leg2Coupons = leg2();

            arguments.leg1ResetDates      = arguments.leg1PayDates =
                arguments.leg1FixingDates = new InitializedList <Date>(leg1Coupons.Count);
            arguments.leg2ResetDates      = arguments.leg2PayDates =
                arguments.leg2FixingDates = new InitializedList <Date>(leg2Coupons.Count);

            arguments.leg1Spreads      = arguments.leg1AccrualTimes =
                arguments.leg1Gearings = new InitializedList <double>(leg1Coupons.Count);
            arguments.leg2Spreads      = arguments.leg2AccrualTimes =
                arguments.leg2Gearings = new InitializedList <double>(leg2Coupons.Count);

            arguments.leg1Coupons = new InitializedList <double?>(leg1Coupons.Count, null);
            arguments.leg2Coupons = new InitializedList <double?>(leg2Coupons.Count, null);

            arguments.leg1IsRedemptionFlow = new InitializedList <bool>(leg1Coupons.Count, false);
            arguments.leg2IsRedemptionFlow = new InitializedList <bool>(leg2Coupons.Count, false);

            arguments.leg1CappedRates = arguments.leg1FlooredRates =
                new InitializedList <double?>(leg1Coupons.Count, null);
            arguments.leg2CappedRates = arguments.leg2FlooredRates =
                new InitializedList <double?>(leg2Coupons.Count, null);

            for (int i = 0; i < leg1Coupons.Count; ++i)
            {
                FloatingRateCoupon coupon = leg1Coupons[i] as FloatingRateCoupon;
                if (coupon != null)
                {
                    arguments.leg1AccrualTimes[i] = coupon.accrualPeriod();
                    arguments.leg1PayDates[i]     = coupon.date();
                    arguments.leg1ResetDates[i]   = coupon.accrualStartDate();
                    arguments.leg1FixingDates[i]  = coupon.fixingDate();
                    arguments.leg1Spreads[i]      = coupon.spread();
                    arguments.leg1Gearings[i]     = coupon.gearing();
                    try
                    {
                        arguments.leg1Coupons[i] = coupon.amount();
                    }
                    catch (Exception)
                    {
                        arguments.leg1Coupons[i] = null;
                    }
                    CappedFlooredCoupon cfcoupon = leg1Coupons[i] as CappedFlooredCoupon;
                    if (cfcoupon != null)
                    {
                        arguments.leg1CappedRates[i]  = cfcoupon.cap();
                        arguments.leg1FlooredRates[i] = cfcoupon.floor();
                    }
                }
                else
                {
                    CashFlow cashflow = leg1Coupons[i] as CashFlow;
                    int      j        = arguments.leg1PayDates.FindIndex(x => x == cashflow.date());
                    Utils.QL_REQUIRE(j != -1, () =>
                                     "nominal redemption on " + cashflow.date() + "has no corresponding coupon");
                    int jIdx = j; // Size jIdx = j - arguments->leg1PayDates.begin();
                    arguments.leg1IsRedemptionFlow[i] = true;
                    arguments.leg1Coupons[i]          = cashflow.amount();
                    arguments.leg1ResetDates[i]       = arguments.leg1ResetDates[jIdx];
                    arguments.leg1FixingDates[i]      = arguments.leg1FixingDates[jIdx];
                    arguments.leg1AccrualTimes[i]     = 0.0;
                    arguments.leg1Spreads[i]          = 0.0;
                    arguments.leg1Gearings[i]         = 1.0;
                    arguments.leg1PayDates[i]         = cashflow.date();
                }
            }

            for (int i = 0; i < leg2Coupons.Count; ++i)
            {
                FloatingRateCoupon coupon = leg2Coupons[i] as FloatingRateCoupon;
                if (coupon != null)
                {
                    arguments.leg2AccrualTimes[i] = coupon.accrualPeriod();
                    arguments.leg2PayDates[i]     = coupon.date();
                    arguments.leg2ResetDates[i]   = coupon.accrualStartDate();
                    arguments.leg2FixingDates[i]  = coupon.fixingDate();
                    arguments.leg2Spreads[i]      = coupon.spread();
                    arguments.leg2Gearings[i]     = coupon.gearing();
                    try
                    {
                        arguments.leg2Coupons[i] = coupon.amount();
                    }
                    catch (Exception)
                    {
                        arguments.leg2Coupons[i] = null;
                    }
                    CappedFlooredCoupon cfcoupon = leg2Coupons[i] as CappedFlooredCoupon;
                    if (cfcoupon != null)
                    {
                        arguments.leg2CappedRates[i]  = cfcoupon.cap();
                        arguments.leg2FlooredRates[i] = cfcoupon.floor();
                    }
                }
                else
                {
                    CashFlow cashflow = leg2Coupons[i] as CashFlow;
                    int      j        = arguments.leg2PayDates.FindIndex(x => x == cashflow.date());
                    Utils.QL_REQUIRE(j != -1, () =>
                                     "nominal redemption on " + cashflow.date() + "has no corresponding coupon");
                    int jIdx = j; // j - arguments->leg2PayDates.begin();
                    arguments.leg2IsRedemptionFlow[i] = true;
                    arguments.leg2Coupons[i]          = cashflow.amount();
                    arguments.leg2ResetDates[i]       = arguments.leg2ResetDates[jIdx];
                    arguments.leg2FixingDates[i]      =
                        arguments.leg2FixingDates[jIdx];
                    arguments.leg2AccrualTimes[i] = 0.0;
                    arguments.leg2Spreads[i]      = 0.0;
                    arguments.leg2Gearings[i]     = 1.0;
                    arguments.leg2PayDates[i]     = cashflow.date();
                }
            }
        }