QLNet.InterestRate.discountFactor C# (CSharp) Метод

        public double discountFactor(Date d1, Date d2)
        {
            return discountFactor(d1, d2, null, null);
        }

        public static double simpleDuration(List <CashFlow> cashflows, InterestRate y, Date settlementDate)
        {
            if (cashflows.Count == 0)
            {
                return(0.0);
            }

            double     P = 0, dPdy = 0;
            DayCounter dc = y.dayCounter();

            foreach (CashFlow cf in cashflows.Where(cf => !cf.hasOccurred(settlementDate)))
            {
                double t = dc.yearFraction(settlementDate, cf.date());
                double c = cf.amount();
                double B = y.discountFactor(t);
                P    += c * B;
                dPdy += t * c * B;
            }


            // no cashflows
            if (P == 0.0)
            {
                return(0.0);
            }
            return(dPdy / P);
        }