QLNet.FixedLoan.FixedLoan C# (CSharp) Метод

        public FixedLoan(Type type, double nominal, Schedule fixedSchedule, double fixedRate, DayCounter fixedDayCount, Schedule principalSchedule, BusinessDayConvention? paymentConvention)
            : base(2)
        {
            type_ = type;
            nominal_ = nominal;
            fixedSchedule_ = fixedSchedule;
            fixedRate_ = fixedRate;
            fixedDayCount_ = fixedDayCount;
            principalSchedule_ = principalSchedule;

            if (paymentConvention.HasValue)
                paymentConvention_ = paymentConvention.Value;
            else
                paymentConvention_ = fixedSchedule_.businessDayConvention();

            List<CashFlow> principalLeg = new PricipalLeg(principalSchedule, fixedDayCount)
                .withNotionals(nominal)
                .withPaymentAdjustment(paymentConvention_)
                .withSign(type == Type.Loan ? -1 : 1);

            // temporary
            for (int i = 0; i < principalLeg.Count - 1; i++)
            {
                Principal p = (Principal)principalLeg[i];
                notionals_.Add(p.nominal());
            }

            List<CashFlow> fixedLeg = new FixedRateLeg(fixedSchedule)
                .withCouponRates(fixedRate, fixedDayCount)
                .withPaymentAdjustment(paymentConvention_)
                .withNotionals(notionals_);

            legs_[0] = fixedLeg;
            legs_[1] = principalLeg;
            if (type_ == Type.Loan)
            {
                payer_[0] = +1;
                payer_[1] = -1;
            }
            else
            {
                payer_[0] = -1;
                payer_[1] = +1;
            }
        }