public Cashflow[] GetCashflows(IMarketCondition market, bool netted = true) { return(PremiumLeg.GetCashflows(market, netted) .Select(x => new Cashflow(x.AccrualStartDate, x.AccrualEndDate, x.PaymentDate, x.PaymentAmount * SwapDirection.Sign(), x.PaymentCurrency, x.CashflowType, x.IsFixed, market.GetDf(x.PaymentDate), x.CalculationDetails)) .ToArray()); }