/**
* Compute the present value of a bond future option transaction from the quoted option price.
*
* @param option The future option, not null
* @param curves The curves, not null
* @param price The quoted price
* @return The present value.
*/
public CurrencyAmount presentValueFromPrice(
final BondFutureOptionPremiumTransaction option,
final YieldCurveBundle curves,
final double price) {
ArgumentChecker.notNull(option, "option");
ArgumentChecker.notNull(curves, "curves");
final Currency ccy = option.getUnderlyingOption().getCurrency();
final CurrencyAmount premiumPV = option.getPremium().accept(PVC, curves).getCurrencyAmount(ccy);
final double optionPV =
price
* option.getQuantity()
* option.getUnderlyingOption().getUnderlyingFuture().getNotional();
return premiumPV.plus(optionPV);
}
