/**
* 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));
}
/**
* Creates a template based on this convention, specifying the period to start.
*
* <p>This returns a template based on this convention. 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.
*
* @param periodToStart the period from the spot date to the start date
* @return the template
*/
public default FraTemplate toTemplate(Period periodToStart) {
return FraTemplate.of(
periodToStart, periodToStart.plus(getIndex().getTenor().getPeriod()), this);
}