/**
* Test the option price from the future price. Standard option.
*/
public void priceStandard() {
final double expirationTime = ACT_ACT.getDayCountFraction(REFERENCE_DATE, LAST_TRADING_DATE);
final InterestRateFutureOptionMarginSecurity optionEDU2Standard = new InterestRateFutureOptionMarginSecurity(EDU2, expirationTime, STRIKE, IS_CALL);
final double priceOption = METHOD.optionPrice(optionEDU2Standard, SABR_BUNDLE);
final InterestRateFutureSecurityDiscountingMethod methodFuture = InterestRateFutureSecurityDiscountingMethod.getInstance();
final double priceFuture = methodFuture.price(EDU2, CURVES_BUNDLE);
final double priceOptionExpected = METHOD.optionPriceFromFuturePrice(optionEDU2Standard, SABR_BUNDLE, priceFuture);
assertEquals("Future option with SABR volatilities: option price", priceOptionExpected, priceOption);