ObservableExtensions.cs

public static class ObservableExtensions
{
    public static IObservable<TResult> WithLatestFrom<TResult, TFirst, TSecond>(
        this IObservable<TFirst> first,
        IObservable<TSecond> second,
        Func<TFirst, TSecond, TResult> resultSelector)
    {
        return second.Select(a => first.Select(b => resultSelector(b, a))).Switch();
    }
}