QLNet.YoYInflationCouponPricer.initialize C# (CSharp) Метод

        public override void initialize(InflationCoupon coupon)
        {
            coupon_ = coupon as YoYInflationCoupon;
            gearing_ = coupon_.gearing();
            spread_ = coupon_.spread();
            PaymentDate = coupon_.Date;
            YoYInflationIndex y = (YoYInflationIndex)(coupon.index());
            RateCurve = y.yoyInflationTermStructure().link.nominalTermStructure();

            // past or future fixing is managed in YoYInflationIndex::fixing()
            // use yield curve from index (which sets discount)

            discount_ = 1.0;
            if (PaymentDate > RateCurve.link.referenceDate())
                discount_ = RateCurve.link.discount(PaymentDate);

            spreadLegValue_ = spread_ * coupon_.accrualPeriod() * discount_;
        }