Class FraConventions
- java.lang.Object
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- com.opengamma.strata.product.fra.type.FraConventions
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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
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static FraConvention
of(IborIndex index)
Obtains a convention based on the specified index.
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Method Detail
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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
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