public TO_GridVolSurface GetTransportObject() => new TO_GridVolSurface
{
AssetId = AssetId,
Name = Name,
OriginDate = OriginDate,
Currency = Currency.Ccy,
Expiries = Expiries,
FlatDeltaPoint = FlatDeltaPoint,
FlatDeltaSmileInExtreme = FlatDeltaSmileInExtreme,
OverrideSpotLag = OverrideSpotLag.ToString(),
PillarLabels = PillarLabels,
StrikeInterpolatorType = StrikeInterpolatorType,
StrikeType = StrikeType,
TimeBasis = TimeBasis,
TimeInterpolatorType = TimeInterpolatorType,
Strikes = Strikes,
Volatilities = new MultiDimArray <double>(Volatilities)
};
public new TO_RiskyFlySurface GetTransportObject() => new TO_RiskyFlySurface
{
AssetId = AssetId,
Name = Name,
OriginDate = OriginDate,
ATMs = ATMs,
AtmVolType = AtmVolType,
Currency = Currency,
Expiries = Expiries,
FlatDeltaPoint = FlatDeltaPoint,
FlatDeltaSmileInExtreme = FlatDeltaSmileInExtreme,
OverrideSpotLag = OverrideSpotLag.ToString(),
Riskies = new MultiDimArray <double>(Riskies),
Flies = new MultiDimArray <double>(Flies),
Forwards = Forwards,
PillarLabels = PillarLabels,
StrikeInterpolatorType = StrikeInterpolatorType,
StrikeType = StrikeType,
TimeBasis = TimeBasis,
TimeInterpolatorType = TimeInterpolatorType,
WingDeltas = WingDeltas,
WingQuoteType = WingQuoteType
};
