public static double accruedPeriod(Leg leg, bool includeSettlementDateFlows, Date settlementDate = null)
{
if (settlementDate == null)
{
settlementDate = Settings.evaluationDate();
}
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.accruedPeriod(settlementDate));
}
}
return(0);
}