Class 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.

    • 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.

        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