/**
* Computes the present value of a bond future option. The option security price is computed
* according to the data available in the bundle. If the underlying future price is available it
* is used, if not it is computed from the curves.
*
* @param transaction The option transaction.
* @param curves The curves bundle.
* @return The present value.
*/
public CurrencyAmount presentValue(
final BondFutureOptionPremiumTransaction transaction, final YieldCurveBundle curves) {
ArgumentChecker.notNull(transaction, "transaction");
ArgumentChecker.notNull(curves, "curves");
final double priceSecurity =
METHOD_SECURITY.optionPrice(transaction.getUnderlyingOption(), curves);
final CurrencyAmount pvTransaction = presentValueFromPrice(transaction, curves, priceSecurity);
return pvTransaction;
}
