public TO_FxMatrix GetTransportObject() =>
new TO_FxMatrix
{
BaseCurrency = BaseCurrency.Ccy,
BuildDate = BuildDate,
DiscountCurveMap = DiscountCurveMap.ToDictionary(x => x.Key.Ccy, x => x.Value),
SpotRates = SpotRates.ToDictionary(x => x.Key.Ccy, x => x.Value),
FxPairDefinitions = FxPairDefinitions.Select(x => x.GetTransportObject()).ToList()
};
public string GetDiscountCurve(string currency) => DiscountCurveMap.TryGetValue(_currencyProvider.GetCurrency(currency), out var curve) ? curve : null;
