public double FlowsT0(IFundingModel model)
{
if (StartDate == model.BuildDate)
{
return(Notional);
}
else if (EndDate == model.BuildDate)
{
var dcf = StartDate.CalculateYearFraction(EndDate, Basis);
return(-Notional - Notional * dcf * InterestRate);
}
return(0.0);
}
