I think following shall be enough to connect locally:
InitialContext jndiContext = new InitialContext();
QueueConnectionFactory qf = (QueueConnectionFactory) jndiContext.lookup( "java:/ConnectionFactory" );
when connection factory is defined as
<jms-connection-factories>
<connection-factory name="InVmConnectionFactory">
<connectors>
<connector-ref connector-name="in-vm"/>
</connectors>
<entries>
<entry name="ConnectionFactory"/>
</entries>
</connection-factory>
</jms-connection-factories>