List of date() Examples

Examples of date()

com.acme.OtherClass.date()
com.aragost.javahg.commands.CommitCommand.date()
com.barchart.feed.api.model.meta.instrument.Event.date()
The date that this event takes place on.
com.trolltech.qt.core.QDateTime.date()
java.time.chrono.Chronology.date()
Obtains a local date in this chronology from the era, year-of-era, month-of-year and day-of-month fields. @implSpec The default implementation combines the era and year-of-era into a proleptic year before calling {@link #date(int,int,int)}. @param era the era of the correct type for the chronology, not null @param yearOfEra the chronology year-of-era @param month the chronology month-of-year @param dayOfMonth the chronology day-of-month @return the local date in this chronology, not null @throws DateTimeException if unable to create the date @throws ClassCastException if the {@code era} is not of the correct type for the chronology
org.dbwiki.web.server.ConfigSetting.date()
org.easetech.easytest.annotation.Format.date()
org.eclipse.imp.pdb.facts.IValueFactory.date()
org.jquantlib.cashflow.CashFlow.date()
org.jquantlib.cashflow.Coupon.date()
org.jquantlib.cashflow.FixedRateCoupon.date()
org.jquantlib.cashflow.IborCoupon.date()
org.jquantlib.time.Schedule.date()
org.sonar.api.batch.scm.BlameLine.date()
@return the commit date
org.sonar.api.issue.internal.IssueChangeContext.date()
org.threeten.bp.chrono.Chronology.date()
Obtains a local date in this chronology from the era, year-of-era, month-of-year and day-of-month fields. @param era the era of the correct type for the chronology, not null @param yearOfEra the chronology year-of-era @param month the chronology month-of-year @param dayOfMonth the chronology day-of-month @return the local date in this chronology, not null @throws DateTimeException if unable to create the date @throws ClassCastException if the {@code era} is not of the correct type for the chronology
org.tmatesoft.hg.repo.HgChangelog.RawChangeset.date()

Examples of org.jquantlib.cashflow.CashFlow.date()

        final CashFlow cf = CashFlows.getInstance().nextCashFlow(cashflows_, settlement);


        if (cf==null)
            return 0.0;


        final Date paymentDate = cf.date();
        boolean firstCouponFound = false;
        /*@Real*/double nominal = Constants.NULL_REAL;
        /*@Time*/double accrualPeriod = Constants.NULL_REAL;
        DayCounter dc = null;

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Examples of org.jquantlib.cashflow.CashFlow.date()


        final Date settlementDate = process.riskFreeRate().currentLink().referenceDate();
        double riskless = 0.0;
        for (int i=0; i<a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            if (cashflow.date().gt(settlementDate)) {
                riskless += cashflow.amount() * process.riskFreeRate().currentLink().discount(cashflow.date());
            }
        }


        final double spot = process.stateVariable().currentLink().value() - riskless;

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Examples of org.jquantlib.cashflow.CashFlow.date()

        final Date settlementDate = process.riskFreeRate().currentLink().referenceDate();
        double riskless = 0.0;
        for (int i=0; i<a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            if (cashflow.date().gt(settlementDate)) {
                riskless += cashflow.amount() * process.riskFreeRate().currentLink().discount(cashflow.date());
            }
        }


        final double spot = process.stateVariable().currentLink().value() - riskless;
        QL.require(spot > 0.0, "negative or null underlying after subtracting dividends"); // TODO: message

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Examples of org.jquantlib.cashflow.CashFlow.date()

        greeks.vega = black.vega(t);


        double delta_theta = 0.0, delta_rho = 0.0;
        for (int i = 0; i < a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            final Date d = cashflow.date();
            if (d.gt(settlementDate)) {
                delta_theta -= cashflow.amount()
                * process.riskFreeRate().currentLink().zeroRate(d, rfdc, Compounding.Continuous, Frequency.Annual).rate()
                * process.riskFreeRate().currentLink().discount(d);
                delta_rho += cashflow.amount() * process.time(d) * process.riskFreeRate().currentLink().discount(t);

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Examples of org.jquantlib.cashflow.CashFlow.date()

        final CashFlow cf = CashFlows.getInstance().nextCashFlow(cashflows_, settlement);


        if (cf==null)
            return 0.0;


        final Date paymentDate = cf.date();
        boolean firstCouponFound = false;
        /*@Real*/double nominal = Constants.NULL_REAL;
        /*@Time*/double accrualPeriod = Constants.NULL_REAL;
        DayCounter dc = null;

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Examples of org.jquantlib.cashflow.CashFlow.date()


        final Date settlementDate = process.riskFreeRate().currentLink().referenceDate();
        double riskless = 0.0;
        for (int i=0; i<a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            if (cashflow.date().gt(settlementDate)) {
                riskless += cashflow.amount() * process.riskFreeRate().currentLink().discount(cashflow.date());
            }
        }


        final double spot = process.stateVariable().currentLink().value() - riskless;

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Examples of org.jquantlib.cashflow.CashFlow.date()

        final Date settlementDate = process.riskFreeRate().currentLink().referenceDate();
        double riskless = 0.0;
        for (int i=0; i<a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            if (cashflow.date().gt(settlementDate)) {
                riskless += cashflow.amount() * process.riskFreeRate().currentLink().discount(cashflow.date());
            }
        }


        final double spot = process.stateVariable().currentLink().value() - riskless;
        QL.require(spot > 0.0, "negative or null underlying after subtracting dividends"); // TODO: message

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Examples of org.jquantlib.cashflow.CashFlow.date()

        greeks.vega = black.vega(t);


        double delta_theta = 0.0, delta_rho = 0.0;
        for (int i = 0; i < a.cashFlow.size(); i++) {
            final CashFlow cashflow = a.cashFlow.get(i);
            final Date d = cashflow.date();
            if (d.gt(settlementDate)) {
                delta_theta -= cashflow.amount()
                * process.riskFreeRate().currentLink().zeroRate(d, rfdc, Compounding.Continuous, Frequency.Annual).rate()
                * process.riskFreeRate().currentLink().discount(d);
                delta_rho += cashflow.amount() * process.time(d) * process.riskFreeRate().currentLink().discount(t);

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Examples of org.jquantlib.cashflow.Coupon.date()

            }
            /*@Real*/final double notional = coupon.nominal();
            // we add the notional only if it is the first one...
            if (notionals_.isEmpty()) {
                notionals_.add(coupon.nominal());
                lastPaymentDate = coupon.date();
            } else if (!Closeness.isClose(notional, notionals_.get(notionals_.size() -1 ))) {
                // ...or if it has changed.
                assert(notional < notionals_.get(notionals_.size()-1)):("increasing coupon notionals");
                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for

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Examples of org.jquantlib.cashflow.Coupon.date()

                notionals_.add(coupon.nominal());
                // in this case, we also add the last valid date for
                // the previous one...
                notionalSchedule_.add(lastPaymentDate);
                // ...and store the candidate for this one.
                lastPaymentDate = coupon.date();
            } else {
                // otherwise, we just extend the valid range of dates
                // for the current notional.
                lastPaymentDate = coupon.date();
            }

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