private IborFutureTrade createTrade(LocalDate tradeDate, SecurityId securityId, double quantity, double notional, double price, YearMonth yearMonth, LocalDate lastTradeDate, LocalDate referenceDate)
{
double accrualFactor = index.Tenor.get(ChronoUnit.MONTHS) / 12.0;
IborFuture product = IborFuture.builder().securityId(securityId).index(index).accrualFactor(accrualFactor).lastTradeDate(lastTradeDate).notional(notional).build();
TradeInfo info = TradeInfo.of(tradeDate);
return(IborFutureTrade.builder().info(info).product(product).quantity(quantity).price(price).build());
}
