Examples of org.threeten.bp.ZonedDateTime

org.threeten.bp.ZonedDateTime
A date-time with a time-zone in the ISO-8601 calendar system, such as {@code 2007-12-03T10:15:30+01:00 Europe/Paris}.
{@code ZonedDateTime} is an immutable representation of a date-time with a time-zone.This class stores all date and time fields, to a precision of nanoseconds, and a time-zone, with a zone offset used to handle ambiguous local date-times. For example, the value "2nd October 2007 at 13:45.30.123456789 +02:00 in the Europe/Paris time-zone" can be stored in a {@code ZonedDateTime}.
This class handles conversion from the local time-line of {@code LocalDateTime}to the instant time-line of {@code Instant}. The difference between the two time-lines is the offset from UTC/Greenwich, represented by a {@code ZoneOffset}.
Converting between the two time-lines involves calculating the offset using the {@link ZoneRules rules} accessed from the {@code ZoneId}. Obtaining the offset for an instant is simple, as there is exactly one valid offset for each instant. By contrast, obtaining the offset for a local date-time is not straightforward. There are three cases:
- Normal, with one valid offset. For the vast majority of the year, the normal case applies, where there is a single valid offset for the local date-time.
- Gap, with zero valid offsets. This is when clocks jump forward typically due to the spring daylight savings change from "winter" to "summer". In a gap there are local date-time values with no valid offset.
- Overlap, with two valid offsets. This is when clocks are set back typically due to the autumn daylight savings change from "summer" to "winter". In an overlap there are local date-time values with two valid offsets.
Any method that converts directly or implicitly from a local date-time to an instant by obtaining the offset has the potential to be complicated.
For Gaps, the general strategy is that if the local date-time falls in the middle of a Gap, then the resulting zoned date-time will have a local date-time shifted forwards by the length of the Gap, resulting in a date-time in the later offset, typically "summer" time.
For Overlaps, the general strategy is that if the local date-time falls in the middle of an Overlap, then the previous offset will be retained. If there is no previous offset, or the previous offset is invalid, then the earlier offset is used, typically "summer" time.. Two additional methods, {@link #withEarlierOffsetAtOverlap()} and {@link #withLaterOffsetAtOverlap()}, help manage the case of an overlap.
Specification for implementors
A {@code ZonedDateTime} holds state equivalent to three separate objects,a {@code LocalDateTime}, a {@code ZoneId} and the resolved {@code ZoneOffset}. The offset and local date-time are used to define an instant when necessary. The zone ID is used to obtain the rules for how and when the offset changes. The offset cannot be freely set, as the zone controls which offsets are valid.
This class is immutable and thread-safe.

                                              spotLag,
                                              dayCount,
                                              businessDayConvention,
                                              eom,
                                              convention.getName());
    final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLag, regionCalendar);
    final ZonedDateTime accrualStartDate = ScheduleCalculator.getAdjustedDate(spotDate,
                                                                              startPeriod,
                                                                              businessDayConvention,
                                                                              regionCalendar,
                                                                              eom);
    final ZonedDateTime accrualEndDate = ScheduleCalculator.getAdjustedDate(spotDate,
                                                                            endPeriod,
                                                                            businessDayConvention,
                                                                            regionCalendar,
                                                                            eom);
    final ZonedDateTime fixingDate = ScheduleCalculator.getAdjustedDate(accrualStartDate,
                                                                        -iborIndex.getSpotLag(),
                                                                        fixingCalendar);
    return new FRASecurity(currency,
                           indexConvention.getRegionCalendar(),
                           accrualStartDate,

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    final Currency currency = convention.getCurrency();
    final DayCount dayCount = convention.getDayCount();
    final BusinessDayConvention businessDayConvention = convention.getBusinessDayConvention();
    final boolean eomLeg = convention.isIsEOM();
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg,
                                                                       swapNode.getStartTenor().getPeriod(),
                                                                       businessDayConvention,
                                                                       calendar,
                                                                       eomLeg);
    final Period paymentPeriod = convention.getPaymentTenor().getPeriod();

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                                              businessDayConvention,
                                              eomIndex,
                                              indexConvention.getName());
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg,
                                                                       swapNode.getStartTenor().getPeriod(),
                                                                       businessDayConvention,
                                                                       calendar,
                                                                       eomLeg);
    if (isFloatFloat) {

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    final int publicationLag = indexConvention.getPublicationLag();
    final Calendar calendar = CalendarUtils.getCalendar(_regionSource,
                                                        _holidaySource,
                                                        indexConvention.getRegionCalendar());
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final IndexON indexON = new IndexON(indexConvention.getName(), currency, dayCount, publicationLag);
    final Period paymentPeriod = convention.getPaymentTenor().getPeriod();
    final boolean eomLeg = convention.isIsEOM();
    final BusinessDayConvention businessDayConvention = convention.getBusinessDayConvention();
    final int paymentLag = convention.getPaymentLag();
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg,
                                                                       swapNode.getStartTenor().getPeriod(),
                                                                       businessDayConvention,
                                                                       calendar,
                                                                       eomLeg);
    if (isFloatFloat) {

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                                                          depositConvention.getRegionCalendar());
      final BusinessDayConvention businessDayConvention = depositConvention.getBusinessDayConvention();
      final boolean isEOM = depositConvention.isIsEOM();
      final DayCount dayCount = depositConvention.getDayCount();
      final int settlementDays = depositConvention.getSettlementDays();
      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);
      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate,
                                                                         startPeriod,
                                                                         businessDayConvention,
                                                                         calendar,
                                                                         isEOM);
      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate,
                                                                       maturityPeriod,
                                                                       businessDayConvention,
                                                                       calendar,
                                                                       isEOM);
      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);
      return new CashSecurity(currency,
                              depositConvention.getRegionCalendar(),
                              startDate,
                              endDate,
                              dayCount,
                              _rate,
                              _amount);
    } else if (convention instanceof IborIndexConvention) {
      final IborIndexConvention iborConvention = (IborIndexConvention) convention;
      final Currency currency = iborConvention.getCurrency();
      final Calendar calendar = CalendarUtils.getCalendar(_regionSource,
                                                          _holidaySource,
                                                          iborConvention.getRegionCalendar());
      final BusinessDayConvention businessDayConvention = iborConvention.getBusinessDayConvention();
      final boolean isEOM = iborConvention.isIsEOM();
      final DayCount dayCount = iborConvention.getDayCount();
      final int settlementDays = iborConvention.getSettlementDays();
      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);
      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate,
                                                                         startPeriod,
                                                                         businessDayConvention,
                                                                         calendar,
                                                                         isEOM);
      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate,
                                                                       maturityPeriod,
                                                                       businessDayConvention,
                                                                       calendar,
                                                                       isEOM);
      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);

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    final DayCount dayCount = indexConvention.getDayCount();
    final boolean eom = indexConvention.isIsEOM();
    final int spotLag = indexConvention.getSettlementDays();
    final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLag, dayCount, businessDayConvention, eom, indexConvention.getName());
    final ExchangeTradedInstrumentExpiryCalculator expiryCalculator = ExchangeTradedInstrumentExpiryCalculatorFactory.getCalculator(expiryCalculatorName);
    final ZonedDateTime startDate = _valuationTime.plus(rateFuture.getStartTenor().getPeriod());
    final LocalTime time = startDate.toLocalTime();
    final ZoneId timeZone = startDate.getZone();
    final ZonedDateTime expiryDate = ZonedDateTime.of(expiryCalculator.getExpiryDate(rateFuture.getFutureNumber(), startDate.toLocalDate(), regionCalendar), time, timeZone);
    final InterestRateFutureSecurityDefinition securityDefinition = new InterestRateFutureSecurityDefinition(expiryDate, iborIndex, 1, paymentAccrualFactor, "", fixingCalendar);
    final InterestRateFutureTransactionDefinition transactionDefinition = new InterestRateFutureTransactionDefinition(securityDefinition, _valuationTime, price, 1);
    //return transactionDefinition;


    final Expiry expiry = new Expiry(expiryDate);

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    final int publicationLag = indexConvention.getPublicationLag();
    final IndexON index = new IndexON(indexConvention.getName(), currency, dayCount, publicationLag);
    final double paymentAccrualFactor = 1 / 12.;
    final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, indexConvention.getRegionCalendar());
    final ExchangeTradedInstrumentExpiryCalculator expiryCalculator = ExchangeTradedInstrumentExpiryCalculatorFactory.getCalculator(expiryCalculatorName);
    final ZonedDateTime startDate = _valuationTime.plus(rateFuture.getStartTenor().getPeriod());
    final LocalTime time = startDate.toLocalTime();
    final ZoneId timeZone = startDate.getZone();
    final ZonedDateTime expiryDate = ZonedDateTime.of(expiryCalculator.getExpiryDate(rateFuture.getFutureNumber(), startDate.toLocalDate(), calendar), time, timeZone);
    final FederalFundsFutureSecurityDefinition securityDefinition = FederalFundsFutureSecurityDefinition.from(expiryDate,
                                                                                                              index, 1, paymentAccrualFactor, "", calendar);
    final FederalFundsFutureTransactionDefinition transactionDefinition = new FederalFundsFutureTransactionDefinition(securityDefinition, 1, _valuationTime, price);
    //return transactionDefinition;

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      return null;
    }
    final ZonedDateTimeBean zonedDateTimeBean = bean.getExpiry();


    final long epochSeconds = zonedDateTimeBean.getDate().getTime() / 1000;
    ZonedDateTime zdt = null;
    if (zonedDateTimeBean.getZone() == null) {
      zdt = ZonedDateTime.ofInstant(Instant.ofEpochSecond(epochSeconds), ZoneOffset.UTC);
    } else {
      zdt = ZonedDateTime.ofInstant(Instant.ofEpochSecond(epochSeconds), ZoneId.of(zonedDateTimeBean.getZone()));
    }

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      return msg;
    }


    @Override
    public ExtremeSpreadPayoffStyle buildObject(FudgeDeserializer deserializer, FudgeMsg msg) {
      ZonedDateTime periodEnd = ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(PERIOD_END_FIELD_NAME));
      boolean reverse = msg.getBoolean(IS_REVERSE_FIELD_NAME);
      return new ExtremeSpreadPayoffStyle(periodEnd, reverse);
    }

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  @Override
  public EquityVarianceSwapSecurity createSecurity(OperationContext context, EquityVarianceSwapSecurityBean bean) {


    Currency currency = currencyBeanToCurrency(bean.getCurrency());
    ZonedDateTime firstObservationDate = zonedDateTimeBeanToDateTimeWithZone(bean.getFirstObservationDate());
    ZonedDateTime lastObservationDate = zonedDateTimeBeanToDateTimeWithZone(bean.getLastObservationDate());
    Frequency observationFrequency = frequencyBeanToFrequency(bean.getObservationFrequency());
    ExternalId region = externalIdBeanToExternalId(bean.getRegion());
    ZonedDateTime settlementDate = zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    ExternalId spotUnderlingId = externalIdBeanToExternalId(bean.getSpotUnderlyingIdentifier());


    return new EquityVarianceSwapSecurity(spotUnderlingId, currency, bean.getStrike(), bean.getNotional(),
        bean.isParameterisedAsVariance(), bean.getAnnualizationFactor(), firstObservationDate, lastObservationDate, settlementDate, region, observationFrequency);
  }

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Examples of org.threeten.bp.ZonedDateTime

Specification for implementors

Related Classes of org.threeten.bp.ZonedDateTime