Ejemplo n.º 1
0
 /**
  * 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());
 }