@Test
 /** Tests the toDerivative method when the reference date is before the premium settlement. */
 public void toDerivativeBeforeSettlement() {
   final InterestRateFutureOptionPremiumTransaction transactionConverted =
       OPTION_TRANSACTION.toDerivative(REFERENCE_DATE);
   final InterestRateFutureOptionPremiumSecurity security =
       OPTION_EDU2.toDerivative(REFERENCE_DATE);
   final double premiumTime = TimeCalculator.getTimeBetween(REFERENCE_DATE, PREMIUM_DATE);
   final InterestRateFutureOptionPremiumTransaction transaction =
       new InterestRateFutureOptionPremiumTransaction(
           security, QUANTITY, premiumTime, TRADE_PRICE);
   assertEquals("Option on future: to derivative", transaction, transactionConverted);
 }
 @Test
 /** Tests the toDerivative method when the reference date is after the premium settlement. */
 public void toDerivativeAfterSettlement() {
   final ZonedDateTime referenceDate = PREMIUM_DATE.plusDays(1);
   final InterestRateFutureOptionPremiumTransaction transactionConverted =
       OPTION_TRANSACTION.toDerivative(referenceDate);
   final InterestRateFutureOptionPremiumSecurity security =
       OPTION_EDU2.toDerivative(referenceDate);
   final double premiumTime = 0.0;
   final double price = 0.0; // The payment is in the past and is represented by a 0 payment today.
   final InterestRateFutureOptionPremiumTransaction transaction =
       new InterestRateFutureOptionPremiumTransaction(security, QUANTITY, premiumTime, price);
   assertEquals("Option on future: to derivative", transaction, transactionConverted);
 }
 @Test
 /** Tests the toDerivative method when the reference date is on the premium settlement. */
 public void toDerivativeOnSettlement() {
   final ZonedDateTime referenceDate = PREMIUM_DATE;
   final InterestRateFutureOptionPremiumTransaction transactionConverted =
       OPTION_TRANSACTION.toDerivative(referenceDate);
   final InterestRateFutureOptionPremiumSecurity security =
       OPTION_EDU2.toDerivative(referenceDate);
   final double premiumTime = 0.0;
   final InterestRateFutureOptionPremiumTransaction transaction =
       new InterestRateFutureOptionPremiumTransaction(
           security, QUANTITY, premiumTime, TRADE_PRICE);
   assertEquals("Option on future: to derivative", transaction, transactionConverted);
 }