private FederalFundsFutureSecurity getFederalFundsFuture(final RateFutureNode rateFuture, final FederalFundsFutureConvention futureConvention,
final Double price) {
final String expiryCalculatorName = futureConvention.getExpiryConvention().getValue();
final OvernightIndexConvention indexConvention = _conventionSource.getConvention(OvernightIndexConvention.class, rateFuture.getUnderlyingConvention());
if (indexConvention == null) {
throw new OpenGammaRuntimeException("Underlying convention was null");
}
final Currency currency = indexConvention.getCurrency();
final DayCount dayCount = indexConvention.getDayCount();
final int publicationLag = indexConvention.getPublicationLag();
final IndexON index = new IndexON(indexConvention.getName(), currency, dayCount, publicationLag);