/**
* Creates a trade based on this template.
*
* <p>This returns a trade based on the specified date. The notional is unsigned, with buy/sell
* determining the direction of the trade. If buying the FRA, the floating rate is received from
* the counterparty, with the fixed rate being paid. If selling the FRA, the floating rate is paid
* to the counterparty, with the fixed rate being received.
*
* @param tradeDate the date of the trade
* @param buySell the buy/sell flag, see {@link Fra#getBuySell()}
* @param notional the notional amount, in the payment currency of the template
* @param fixedRate the fixed rate, typically derived from the market
* @param refData the reference data, used to resolve the trade dates
* @return the trade
* @throws ReferenceDataNotFoundException if an identifier cannot be resolved in the reference
* data
*/
public FraTrade createTrade(
LocalDate tradeDate,
BuySell buySell,
double notional,
double fixedRate,
ReferenceData refData) {
return convention.createTrade(
tradeDate, periodToStart, periodToEnd, buySell, notional, fixedRate, refData);
}
/**
* 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));
}