Пример #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));
 }