public InstrumentDefinition<?> convert(final Trade trade) {
Validate.notNull(trade, "trade");
Validate.isTrue(
trade.getSecurity() instanceof IRFutureOptionSecurity,
"Can only handle trades with security type IRFutureOptionSecurity");
final Object securityDefinition =
_securityConverter.convert((IRFutureOptionSecurity) trade.getSecurity());
final int quantity =
1; // trade.getQuantity().intValue(); TODO: correct when position/trade dilemma is solved.
// TODO trade time or premium time?
// final ZonedDateTime tradeDate =
// ZonedDateTime.of(trade.getPremiumDate().atTime(trade.getPremiumTime()),
// TimeZone.UTC); //TODO get the real time zone
final ZonedDateTime tradeDate =
ZonedDateTime.of(
trade.getTradeDate().atTime(trade.getTradeTime()),
TimeZone.UTC); // TODO get the real time zone
final Double tradePrice = trade.getPremium();
Validate.notNull(
tradePrice,
"IRFutureOption trade must have a premium set. The interpretation of premium is the market price, without unit, i.e. not %");
// TODO: The premium is not the right place to store the trade price...
if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
final InterestRateFutureOptionMarginSecurityDefinition underlyingOption =
(InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionMarginTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption =
(InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
return new InterestRateFutureOptionPremiumTransactionDefinition(
underlyingOption, quantity, tradeDate, tradePrice);
}
