QLNet.CappedFlooredYoYInflationCoupon.rate C# (CSharp) Метод

        public double rate()
        {
            double swapletRate = underlying_ != null ? underlying_.rate() : base.rate();

            if (isFloored_ || isCapped_)
            {
                if (underlying_ != null)
                {
                    if (underlying_.pricer() != null)
                        throw new ApplicationException("pricer not set");
                }
                else
                {
                    throw new ApplicationException("pricer not set");
                }
            }

            double floorletRate = 0.0;
            if (isFloored_)
            {
                floorletRate = underlying_ != null ? underlying_.pricer().floorletRate(effectiveFloor()) : pricer().floorletRate(effectiveFloor());
            }

            double capletRate = 0.0;
            if (isCapped_)
            {
                capletRate = underlying_ != null ? underlying_.pricer().capletRate(effectiveCap()) : pricer().capletRate(effectiveCap());
            }

            return swapletRate + floorletRate - capletRate;
        }