/// <summary>
/// Creates a trade representing the CDS at the node.
/// <para>
/// This uses the observed market data to build the CDS trade that the node represents.
/// The resulting trade is not resolved.
/// The notional of the trade is taken from the 'quantity' variable.
/// The quantity is signed and will affect whether the trade is Buy or Sell.
/// The valuation date is defined by the market data.
///
/// </para>
/// </summary>
/// <param name="quantity"> the quantity or notional of the trade </param>
/// <param name="marketData"> the market data required to build a trade for the instrument, including the valuation date </param>
/// <param name="refData"> the reference data, used to resolve the trade dates </param>
/// <returns> a trade representing the instrument at the node </returns>
public CdsCalibrationTrade trade(double quantity, MarketData marketData, ReferenceData refData)
{
BuySell buySell = quantity > 0 ? BuySell.BUY : BuySell.SELL;
LocalDate valuationDate = marketData.ValuationDate;
double quoteValue = marketData.getValue(observableId);
CdsQuote quote = CdsQuote.of(quoteConvention, quoteValue);
double notional = Math.Abs(quantity);
if (quoteConvention.Equals(CdsQuoteConvention.PAR_SPREAD))
{
return(CdsCalibrationTrade.of(template.createTrade(legalEntityId, valuationDate, buySell, notional, quoteValue, refData), quote));
}
double coupon = FixedRate.Value; // always success
return(CdsCalibrationTrade.of(template.createTrade(legalEntityId, valuationDate, buySell, notional, coupon, refData), quote));
}
