/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.product.fra.type; import com.opengamma.strata.basics.index.IborIndex; import com.opengamma.strata.collect.named.ExtendedEnum; /** * Market standard FRA conventions. * <p> * FRA conventions are based on the details held within the {@link IborIndex}. * As such, there is a factory method rather than constants for the conventions. * <p> * http://www.opengamma.com/sites/default/files/interest-rate-instruments-and-market-conventions.pdf */ public final class FraConventions { /** * The extended enum lookup from name to instance. */ static final ExtendedEnum<FraConvention> ENUM_LOOKUP = ExtendedEnum.of(FraConvention.class); /** * Obtains a convention based on the specified index. * <p> * 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. * * @param index the index, from which the index name is used to find the matching convention * @return the convention * @throws IllegalArgumentException if no convention is registered for the index */ public static FraConvention of(IborIndex index) { return FraConvention.of(index); } //------------------------------------------------------------------------- /** * Restricted constructor. */ private FraConventions() { } }