Yes. Take a look at SessionContext class. You can't construct a bean yourself, as its life is managed by container.
/**
* Obtain an object that can be used to invoke the current bean through
* the given business interface.
*
* @param businessInterface One of the local business interfaces
*or remote business interfaces for this session bean.
*
* @return The business object corresponding to the given business
* interface.
*
* @exception IllegalStateException Thrown if this method is invoked
* with an invalid business interface for the current bean.
*/
<T> T getBusinessObject(Class<T> businessInterface) throws IllegalStateException;