//Calculate Floating Rate cashflow
private double CalculateFRA(int index, double notional, double fixedRate,
                          double currentResetRate, double currentPeriod,
                          double frequencyInYear,
                          IDictionary<double, double> floatingRates)
{
  //Two Steps
  //Step 1: Find appropriate forward rate converted into target compounding

  //except for first period
  //Step 2: Calculate Floating Rate cashflow from Notional and Calculated Rate

  //for first period: //remember for first period, we always take the reset rate

  //and calculate floating rate cashflow
  //therefore initialise with floating cashflow
  var currentRate = floatingRates[currentPeriod];

  var targetRate = currentResetRate;
  if (index > 0)
  {
    targetRate = GetForwardRate(index, frequencyInYear, floatingRates);
  }
  //step 2:  // Present value Of Fixed - Float Payment
  var fraPrice = notional * (fixedRate-targetRate) * frequencyInYear;
  var discountedFraPrice = CalculatePresentValueOfPayment(fraPrice, currentPeriod,

                     currentRate);
  return discountedFraPrice;
}