Thanks. Can't seem to find it through google. Worst case, if you can provide me the code in Java or C++ I can convert it to C#.
The Quantlib.net C# port has a native C# version. Get the code from here, unzip it and checkout:
To be honest, its proably worth your time to learn the library than to extract the implementation. its very common in the industry and there are a bunch of stubble interactions around date handling that makes it hard to just use a specific implementation without using the entire library.