I am calculating the net present value for simple FX Forward trades. To this end, I am building Zero Rate curves as follows.

```
CurveMetadata curveMetadata = Curves.zeroRates(DiscountCurveName, CURVE_DC, paramMetadataArrayList);
Curve curve = InterpolatedNodalCurve.builder()
.metadata(curveMetadata)
.xValues(DoubleArray.of(xValuesstream))
.yValues(DoubleArray.of(yValuesstream))
.interpolator(CurveInterpolators.LINEAR)
.extrapolatorLeft(CurveExtrapolators.FLAT)
.extrapolatorRight(CurveExtrapolators.FLAT)
.build();
```

Is there a way to see the discount factors that are used for the calcuation after creating the curve with zero rates?