Esempio n. 1
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        private static Cashflows GetCashfows(
            InterestRateStream interestRateStream, CalculationPeriodsPrincipalExchangesAndStubs calculationPeriodsPrincipalExchangesAndStubs,
            IBusinessCalendar paymentCalendar)
        {
            // Assign notionals, rates, cap/floor rate, etc
            //
            StreamCashflowsGenerator.UpdateCalculationPeriodsData(interestRateStream, calculationPeriodsPrincipalExchangesAndStubs);
            List <PaymentCalculationPeriod> paymentCalculationPeriods = StreamCashflowsGenerator.GetPaymentCalculationPeriods(interestRateStream, calculationPeriodsPrincipalExchangesAndStubs, paymentCalendar);
            Calculation calculation = XsdClassesFieldResolver.CalculationPeriodAmountGetCalculation(interestRateStream.calculationPeriodAmount);

            UpdateNumberOfDaysAndYearFraction(paymentCalculationPeriods, calculation);
            return(CashflowsFactory.Create(paymentCalculationPeriods, calculationPeriodsPrincipalExchangesAndStubs.GetAllPrincipalExchanges(), true));//TODO THe cashflowsmatch paraqmeter at the end could be a problem!
        }