Examples of BondFutureOptionPremiumTransactionDefinition


Examples of com.opengamma.analytics.financial.instrument.future.BondFutureOptionPremiumTransactionDefinition

    //TODO fix the next two lines - it's here to avoid double-multiplying when stuff is scaled at the position level
    final int quantity = 1;
    final double premium = -trade.getPremium() * Math.signum(trade.getQuantity().doubleValue());
    final ZonedDateTime tradeDate = trade.getTradeDate().atTime(trade.getTradeTime()).atZoneSameInstant(ZoneOffset.UTC); //TODO get the real time zone
    final BondFutureOptionPremiumSecurityDefinition underlyingOption = (BondFutureOptionPremiumSecurityDefinition) securityDefinition;
    return new BondFutureOptionPremiumTransactionDefinition(underlyingOption, quantity, tradeDate, premium);
  }
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