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! }