QLNet.InterestRateIndex.fixingDays C# (CSharp) Метод

        public int fixingDays()
        {
            return fixingDays_;
        }

        // constructors
        public FloatingRateCoupon(Date paymentDate,
                                  double nominal,
                                  Date startDate,
                                  Date endDate,
                                  int fixingDays,
                                  InterestRateIndex index,
                                  double gearing        = 1.0,
                                  double spread         = 0.0,
                                  Date refPeriodStart   = null,
                                  Date refPeriodEnd     = null,
                                  DayCounter dayCounter = null,
                                  bool isInArrears      = false)
            : base(paymentDate, nominal, startDate, endDate, refPeriodStart, refPeriodEnd)
        {
            index_       = index;
            dayCounter_  = dayCounter ?? new DayCounter();
            fixingDays_  = fixingDays == default(int) ? index.fixingDays() : fixingDays;
            gearing_     = gearing;
            spread_      = spread;
            isInArrears_ = isInArrears;

            if (gearing_.IsEqual(0))
            {
                throw new ArgumentException("Null gearing not allowed");
            }

            if (dayCounter_.empty())
            {
                dayCounter_ = index_.dayCounter();
            }

            // add as observer
            index_.registerWith(update);
            Settings.registerWith(update);
        }