Example #1
0
 public TO_FxPair GetTransportObject() =>
 new TO_FxPair
 {
     Domestic          = Domestic.Ccy,
     Foreign           = Foreign.Ccy,
     PrimaryCalendar   = PrimaryCalendar.Name,
     SecondaryCalendar = SecondaryCalendar.Name,
     SpotLag           = SpotLag.ToString()
 };
Example #2
0
 public override int GetHashCode()
 {
     unchecked
     {
         var result = Foreign.GetHashCode();
         result = (result * 397) ^ Domestic.GetHashCode();
         result = (result * 397) ^ SettlementCalendar.GetHashCode();
         result = (result * 397) ^ SpotLag.GetHashCode();
         return(result);
     }
 }
Example #3
0
 public TO_BasicPriceCurve ToTransportObject() =>
 new TO_BasicPriceCurve
 {
     AssetId        = AssetId,
     BuildDate      = BuildDate,
     CollateralSpec = CollateralSpec,
     Currency       = Currency?.Ccy,
     CurveType      = CurveType,
     Name           = Name,
     PillarDates    = PillarDates,
     PillarLabels   = PillarLabels,
     Prices         = Prices,
     SpotCalendar   = SpotCalendar?.Name,
     SpotLag        = SpotLag.ToString()
 };