public IFundingModel DeepClone(DateTime?newBuildDate = null)
{
var returnValue = new FundingModel(newBuildDate ?? BuildDate, Curves.Values.Select(c => c.Clone()).ToArray(), _currencyProvider, _calendarProvider)
{
VolSurfaces = VolSurfaces == null ? new Dictionary <string, IVolSurface>() : new Dictionary <string, IVolSurface>(VolSurfaces)
};
if (FxMatrix != null)
{
returnValue.SetupFx(FxMatrix.Clone());
}
return(returnValue);
}
