QLNet.MakeBasisSwap.value C# (CSharp) Метод

value() публичный Метод

public value ( ) : QLNet.BasisSwap
Результат QLNet.BasisSwap
        public BasisSwap value()
        {
            Date startDate;

             if (effectiveDate_ != null)
            startDate = effectiveDate_;
             else
             {
            int fixingDays = iborIndex1_.fixingDays();
            Date referenceDate = Settings.evaluationDate();
            Date spotDate = float1Calendar_.advance(referenceDate, new Period(fixingDays, TimeUnit.Days));
            startDate = spotDate + forwardStart_;
             }

             Date endDate;
             if (terminationDate_ != null)
            endDate = terminationDate_;
             else
            endDate = startDate + swapTenor_;

             Schedule float1Schedule = new Schedule(startDate, endDate,
                                float1Tenor_, float1Calendar_,
                                float1Convention_, float1TerminationDateConvention_,
                                float1Rule_, float1EndOfMonth_,
                                float1FirstDate_, float1NextToLastDate_);

             Schedule float2Schedule = new Schedule(startDate, endDate,
                                float2Tenor_, float2Calendar_,
                                float2Convention_, float2TerminationDateConvention_,
                                float2Rule_, float2EndOfMonth_,
                                float2FirstDate_, float2NextToLastDate_);

             BasisSwap swap = new BasisSwap(type_, nominal_,
                                        float1Schedule, iborIndex1_, float1Spread_,float1DayCount_,
                                        float2Schedule, iborIndex2_, float2Spread_, float2DayCount_);
             swap.setPricingEngine(engine_);
             return swap;
        }