final IborIndexConvention iborIndexConvention = conventionSource.getConvention(IborIndexConvention.class, convention.getIndexConvention());
final Period period = Period.ofMonths(3); //TODO
final int spotLag = iborIndexConvention.getSettlementDays();
final IborIndex iborIndex = new IborIndex(currency, period, spotLag, iborIndexConvention.getDayCount(),
iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isIsEOM(), iborIndexConvention.getName());
final BlackSTIRFuturesSmileProvider blackData = new BlackSTIRFuturesSmileProvider(data, volatilitySurface.getSurface(), iborIndex);
return blackData;
}