private static DiscountCurve GetHistoricEodDiscountCurveFromCarbon(ICarbonClient client, DateTime settleDate, string ccy, bool bOis)
{
var curveName = GetCurveName(ccy, bOis);
if (string.IsNullOrEmpty(curveName)) return null;
try
{
var objs = client.GetCarbonDiscountFactors(curveName.ToUpperInvariant(), settleDate);
if (objs == null) return null;
return new DiscountCurve(new FinCADTable(objs, false));
}
catch (Exception)
{
return null;
}
}
