QLNet.Schedule.endDate C# (CSharp) Метод

        public Date endDate()
        {
            return adjustedDates_.Last();
        }

        public FloatingRateBond(int settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter,
                                BusinessDayConvention paymentConvention, int fixingDays, List <double> gearings, List <double> spreads,
                                List <double> caps, List <double> floors, bool inArrears, double redemption, Date issueDate)
            : base(settlementDays, schedule.calendar(), issueDate)
        {
            maturityDate_ = schedule.endDate();
            cashflows_    = new IborLeg(schedule, index)
                            .withPaymentDayCounter(paymentDayCounter)
                            .withFixingDays(fixingDays)
                            .withGearings(gearings)
                            .withSpreads(spreads)
                            .withCaps(caps)
                            .withFloors(floors)
                            .inArrears(inArrears)
                            .withNotionals(faceAmount)
                            .withPaymentAdjustment(paymentConvention);

            addRedemptionsToCashflows(new List <double>()
            {
                redemption
            });

            if (cashflows().Count == 0)
            {
                throw new ApplicationException("bond with no cashflows!");
            }
            if (redemptions_.Count != 1)
            {
                throw new ApplicationException("multiple redemptions created");
            }

            index.registerWith(update);
        }