/// <inheritdoc />
protected override void RegisterFuturesPriceFactor(PriceFactorList factors, ErrorList errors)
{
BondFutureOption deal = (BondFutureOption)fDeal;
BondFuturesBasis bfb = factors.Register <BondFuturesBasis>(FutureBase.GetFactorID(deal.Contract, deal.Settlement_Date));
if (deal.Settlement_Date >= bfb.CTD_Maturity_Date)
{
errors.Add(ErrorLevel.Error, "Settlement date must be before cheapest-to-deliver maturity date of the Bond Future Basis price factor.");
}
}
/// <inheritdoc />
protected override void GetFuturesPriceFactor(PriceFactorList factors)
{
BondFutureOption deal = (BondFutureOption)fDeal;
fFuturesBasis = factors.Get <BondFuturesBasis>(FutureBase.GetFactorID(deal.Contract, deal.Settlement_Date));
}
