/// <summary>
        /// Calculates the price for settlement at a given settlement date using curves with z-spread.
        /// <para>
        /// The z-spread is a parallel shift applied to continuously compounded rates or
        /// periodic compounded rates of the issuer discounting curve.
        /// </para>
        /// <para>
        /// The z-spread is applied only on the legal entity curve, not on the repo curve.
        ///
        /// </para>
        /// </summary>
        /// <param name="bill">  the bill </param>
        /// <param name="provider">  the discounting provider </param>
        /// <param name="settlementDate">  the settlement date </param>
        /// <param name="zSpread">  the z-spread </param>
        /// <param name="compoundedRateType">  the compounded rate type </param>
        /// <param name="periodsPerYear">  the number of periods per year </param>
        /// <returns> the price </returns>
        public virtual double priceFromCurvesWithZSpread(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
        {
            ArgChecker.inOrderNotEqual(settlementDate, bill.Notional.Date, "settlementDate", "endDate");
            ArgChecker.inOrderOrEqual(provider.ValuationDate, settlementDate, "valuationDate", "settlementDate");
            IssuerCurveDiscountFactors issuerDf = issuerCurveDf(bill, provider);
            double dfMaturity = issuerDf.DiscountFactors.discountFactorWithSpread(bill.Notional.Date, zSpread, compoundedRateType, periodsPerYear);
            RepoCurveDiscountFactors repoDf = repoCurveDf(bill, provider);
            double dfRepoSettle             = repoDf.discountFactor(settlementDate);

            return(dfMaturity / dfRepoSettle);
        }
        //-------------------------------------------------------------------------
        /// <summary>
        /// Calculates the price for settlement at a given settlement date using curves.
        /// </summary>
        /// <param name="bill">  the bill </param>
        /// <param name="provider">  the discounting provider </param>
        /// <param name="settlementDate">  the settlement date </param>
        /// <returns> the price </returns>
        public virtual double priceFromCurves(ResolvedBill bill, LegalEntityDiscountingProvider provider, LocalDate settlementDate)
        {
            ArgChecker.inOrderNotEqual(settlementDate, bill.Notional.Date, "settlementDate", "endDate");
            ArgChecker.inOrderOrEqual(provider.ValuationDate, settlementDate, "valuationDate", "settlementDate");
            IssuerCurveDiscountFactors issuerDf = issuerCurveDf(bill, provider);
            double dfMaturity = issuerDf.discountFactor(bill.Notional.Date);
            RepoCurveDiscountFactors repoDf = repoCurveDf(bill, provider);
            double dfRepoSettle             = repoDf.discountFactor(settlementDate);

            return(dfMaturity / dfRepoSettle);
        }