QLNet.FloatingLoan.FloatingLoan C# (CSharp) Метод

        public FloatingLoan(Type type, double nominal,
            Schedule floatingSchedule, double floatingSpread, DayCounter floatingDayCount,
            Schedule principalSchedule, BusinessDayConvention? paymentConvention, IborIndex index)
            : base(2)
        {
            type_ = type;
            nominal_ = nominal;
            floatingSchedule_ = floatingSchedule;
            floatingSpread_ = floatingSpread;
            floatingDayCount_ = floatingDayCount;
            principalSchedule_ = principalSchedule;
            iborIndex_ = index;

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

            List<CashFlow> principalLeg = new PricipalLeg(principalSchedule, floatingDayCount)
                .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> floatingLeg = new IborLeg(floatingSchedule, iborIndex_)
                .withPaymentDayCounter(floatingDayCount_)
                .withSpreads(floatingSpread_)
                .withPaymentAdjustment(paymentConvention_)
                .withNotionals(notionals_);

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