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Extend FX convention documentation
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Docs/UserGuide/conventions.tex

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@@ -480,6 +480,8 @@ \subsubsection{FX Conventions}\label{sss:fx_convention}
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<PointsFactor> </PointsFactor>
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<AdvanceCalendar> </AdvanceCalendar>
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<SpotRelative> </SpotRelative>
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<EOM> </EOM>
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<Convention> </Convention>
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</FX>
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\end{minted}
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\caption{FX conventions}
@@ -500,6 +502,8 @@ \subsubsection{FX Conventions}\label{sss:fx_convention}
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\item SpotRelative [Optional]: \emph{True} if the forward tenor is to be interpreted as being relative to the spot date.
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\emph{False} if the forward tenor is to be interpreted as being relative to the valuation date. If not provided, it
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defaults to \emph{True}.
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\item EOM [Optional]: A flag indicating whether the end of month roll convention is to be used for FX forward quotes. If not provided, it defaults to \emph{False}.
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\item Convention [Optional]: The business day convention used when advancing dates. If not provided, it defaults to \emph{Following}.
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\end{itemize}
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