public final class FraConventions extends ObjectMarket 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.
All Methods Static Methods Concrete Methods Modifier and Type Method Description
of(IborIndex index)Obtains a convention based on the specified index.
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.
index- the index, from which the index name is used to find the matching convention
- the convention
IllegalArgumentException- if no convention is registered for the index