com.opengamma.strata.product.fra.type

Class FraConventions

java.lang.Object

com.opengamma.strata.product.fra.type.FraConventions

public final class FraConventions
extends Object

Market standard FRA conventions.

FRA conventions are based on the details held within the IborIndex. As such, there is a factory method rather than constants for the conventions.

https://quant.opengamma.io/Interest-Rate-Instruments-and-Market-Conventions.pdf

Method Summary

Modifier and Type	Method and Description
static FraConvention	of(IborIndex index) Obtains a convention based on the specified index.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

of

public static FraConvention of(IborIndex index)

Obtains a convention based on the specified index.

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.

Parameters:

index - the index, from which the index name is used to find the matching convention

Returns:

the convention

Throws:

IllegalArgumentException - if no convention is registered for the index