/**
  * Computes the present value curve sensitivity of a transaction.
  *
  * @param transaction The future option transaction.
  * @param curves The yield curve bundle.
  * @return The present value curve sensitivity.
  */
 public InterestRateCurveSensitivity presentValueCurveSensitivity(
     final BondFutureOptionPremiumTransaction transaction, final YieldCurveBundle curves) {
   ArgumentChecker.notNull(transaction, "transaction");
   ArgumentChecker.notNull(curves, "curves");
   final InterestRateCurveSensitivity premiumSensitivity =
       PVCSC.visit(transaction.getPremium(), curves);
   final InterestRateCurveSensitivity securitySensitivity =
       METHOD_SECURITY.priceCurveSensitivity(transaction.getUnderlyingOption(), curves);
   return premiumSensitivity.plus(
       securitySensitivity.multipliedBy(
           transaction.getQuantity()
               * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional()));
 }
 /**
  * Computes the present value vega of a transaction.
  *
  * @param transaction The future option transaction.
  * @param blackData The curve and Black volatility data.
  * @return The delta.
  */
 public double presentValueVega(
     final BondFutureOptionPremiumTransaction transaction,
     final YieldCurveWithBlackCubeBundle blackData) {
   ArgumentChecker.notNull(transaction, "transaction");
   ArgumentChecker.notNull(blackData, "Black data");
   final double securityVega =
       METHOD_SECURITY.optionPriceVega(transaction.getUnderlyingOption(), blackData);
   final double txnVega =
       securityVega
           * transaction.getQuantity()
           * transaction.getUnderlyingOption().getUnderlyingFuture().getNotional();
   return txnVega;
 }
 /**
  * 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);
 }