static FutureMasterAndCorrelation GetSingleContractCorrelation(CurrencyType baseCurrency, CurrencyType quoteCurrency) { var item = _futuresMap.SingleOrDefault(m => m.CurrencyPairBase == baseCurrency.ToForexCode() && m.CurrencyPairQuote == quoteCurrency.ToForexCode()); if (null != item) { return new FutureMasterAndCorrelation { FutureMaster = InstrumentProvider.GetFutureMaster(SymbolProviderType.Generic, item.FutureMasterName), Correlation = 1, } } ; item = _futuresMap.SingleOrDefault(m => m.CurrencyPairBase == quoteCurrency.ToForexCode() && m.CurrencyPairQuote == baseCurrency.ToForexCode()); if (null != item) { return new FutureMasterAndCorrelation { FutureMaster = InstrumentProvider.GetFutureMaster(SymbolProviderType.Generic, item.FutureMasterName), Correlation = -1, } } ; return(null); }