QLNet.CmsCoupon.swapIndex C# (CSharp) Метод

        public SwapIndex swapIndex()
        {
            return swapIndex_;
        }

            public GFunctionExactYield(CmsCoupon coupon)
            {
                SwapIndex   swapIndex = coupon.swapIndex();
                VanillaSwap swap      = swapIndex.underlyingSwap(coupon.fixingDate());

                Schedule schedule = swap.fixedSchedule();
                Handle <YieldTermStructure> rateCurve = swapIndex.forwardingTermStructure();

                DayCounter dc = swapIndex.dayCounter();

                double swapStartTime        = dc.yearFraction(rateCurve.link.referenceDate(), schedule.startDate());
                double swapFirstPaymentTime = dc.yearFraction(rateCurve.link.referenceDate(), schedule.date(1));

                double paymentTime = dc.yearFraction(rateCurve.link.referenceDate(), coupon.date());

                delta_ = (paymentTime - swapStartTime) / (swapFirstPaymentTime - swapStartTime);

                List <CashFlow> fixedLeg = new List <CashFlow>(swap.fixedLeg());
                int             n        = fixedLeg.Count;

                accruals_ = new List <double>();
                for (int i = 0; i < n; ++i)
                {
                    Coupon coupon1 = fixedLeg[i] as Coupon;
                    accruals_.Add(coupon1.accrualPeriod());
                }
            }