QLNet.InterestRate.value C# (CSharp) Метод

        public double value()
        {
            return rate();
        }

        public override void reset(int size)
        {
            // Set to bond redemption values
            values_ = new Vector(size, Convert.ToDouble(arguments_.redemption));

            conversionProbability_ = new Vector(size, 0.0);
            spreadAdjustedRate_    = new Vector(size, 0.0);

            DayCounter rfdc = process_.riskFreeRate().link.dayCounter();

            // this takes care of the convertibility and conversion probabilities
            adjustValues();

            Handle <Quote> creditSpread = arguments_.creditSpread;
            Date           exercise     = arguments_.exercise.lastDate();
            InterestRate   riskFreeRate = process_.riskFreeRate().link
                                          .zeroRate(exercise, rfdc, Compounding.Continuous, Frequency.NoFrequency);


            // Claculate blended discount rate to be used on roll back .
            for (var j = 0; j < values_.Count; j++)
            {
                spreadAdjustedRate_[j] = conversionProbability_[j] * riskFreeRate.value() +
                                         (1 - conversionProbability_[j]) *
                                         (riskFreeRate.value() + creditSpread.link.value());
            }
        }