QLNet.Forward.impliedYield C# (CSharp) Метод

        public InterestRate impliedYield(double underlyingSpotValue, double forwardValue, Date settlementDate,
            Compounding compoundingConvention, DayCounter dayCounter)
        {
            double tenor = dayCounter.yearFraction(settlementDate,maturityDate_) ;
            double compoundingFactor = forwardValue/ (underlyingSpotValue-spotIncome(incomeDiscountCurve_)) ;
            return InterestRate.impliedRate(compoundingFactor,
                                            tenor,
                                            dayCounter,
                                            compoundingConvention);
        }