accrualDays() public method

public accrualDays ( ) : int
return int
Coupon Class Documentation
Example #1
0
        public static int accrualDays(List <CashFlow> leg, bool includeSettlementDateFlows, Date settlementDate = null)
        {
            CashFlow cf = nextCashFlow(leg, includeSettlementDateFlows, settlementDate);

            if (cf == null)
            {
                return(0);
            }
            Date paymentDate = cf.date();

            foreach (CashFlow x in leg.Where(x => x.date() == paymentDate))
            {
                Coupon cp = x as Coupon;
                if (cp != null)
                {
                    return(cp.accrualDays());
                }
            }
            return(0);
        }