/**
* Obtains a template based on the specified period and index.
*
* <p>The period from the spot date to the start date is specified. The period from the spot date
* to the end date will be the period to start plus the tenor of the index.
*
* <p>For example, a '2 x 5' FRA has a period to the start date of 2 months. The index will be a 3
* month index, such as 'USD-LIBOR-3M'. The period to the end date will be the period to the start
* date plus the index tenor.
*
* @param periodToStart the period between the spot date and the start date
* @param index the index that defines the market convention
* @return the template
*/
public static FraTemplate of(Period periodToStart, IborIndex index) {
return of(
periodToStart, periodToStart.plus(index.getTenor().getPeriod()), FraConvention.of(index));
}
/**
* Obtains a convention based on the specified index.
*
* <p>This uses the index name to find the matching convention. By default, this will always
* return a convention, however configuration may be added to restrict the conventions that are
* registered.
*
* @param index the index, from which the index name is used to find the matching convention
* @return the convention
* @throws IllegalArgumentException if no convention is registered for the index
*/
public static IborFixingDepositConvention of(IborIndex index) {
ArgChecker.notNull(index, "index");
return extendedEnum().lookup(index.getName());
}