Merge remote-tracking branch 'github/fx-conventions' into github-199

Author: nathaniel.volfango

Docs/UserGuide/conventions.tex

@@ -474,6 +474,8 @@ \subsubsection{FX Conventions}\label{sss:fx_convention}
   <PointsFactor> </PointsFactor>
   <AdvanceCalendar> </AdvanceCalendar>
   <SpotRelative> </SpotRelative>
+  <EOM> </EOM>
+  <Convention> </Convention>
 </FX>
 \end{minted}
 \caption{FX conventions}
@@ -494,6 +496,8 @@ \subsubsection{FX Conventions}\label{sss:fx_convention}
 \item SpotRelative [Optional]: \emph{True} if the forward tenor is to be interpreted as being relative to the spot date.
 \emph{False} if the forward tenor is to be interpreted as being relative to the valuation date. If not provided, it
 defaults to \emph{True}.
+\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}.
+\item Convention [Optional]: The business day convention used when advancing dates. If not provided, it defaults to \emph{Following}.
 \end{itemize}
 
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