//-------------------------------------------------------------------------
// gets the settlement price
private double settlementPrice(ResolvedBondFutureTrade trade, LegalEntityDiscountingProvider discountingProvider)
{
StandardId standardId = trade.Product.SecurityId.StandardId;
QuoteId id = QuoteId.of(standardId, FieldName.SETTLEMENT_PRICE);
return(discountingProvider.data(id) / 100); // convert market quote to value needed
}
//-------------------------------------------------------------------------
// gets the settlement price
private double settlementPrice(ResolvedBondFutureOptionTrade trade, LegalEntityDiscountingProvider discountingProvider)
{
StandardId standardId = trade.Product.SecurityId.StandardId;
QuoteId id = QuoteId.of(standardId, FieldName.SETTLEMENT_PRICE);
return(discountingProvider.data(id));
}