/**
* Constructor of the future option transaction from details.
*
* @param underlyingOption The underlying option future security.
* @param quantity The quantity of the transaction. Can be positive or negative.
* @param premiumDate The transaction date.
* @param tradePrice The transaction price.
*/
public InterestRateFutureOptionPremiumTransactionDefinition(
final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption,
final int quantity,
final ZonedDateTime premiumDate,
final double tradePrice) {
ArgChecker.notNull(underlyingOption, "underlying option");
ArgChecker.notNull(premiumDate, "premium date");
_underlyingOption = underlyingOption;
_quantity = quantity;
_tradePrice = tradePrice;
final double premiumAmount =
_tradePrice
* _underlyingOption.getUnderlyingFuture().getNotional()
* _underlyingOption.getUnderlyingFuture().getPaymentAccrualFactor();
_premium =
new PaymentFixedDefinition(underlyingOption.getCurrency(), premiumDate, premiumAmount);
}
