Examples of org.threeten.bp.ZonedDateTime.toLocalDate()

org.threeten.bp.ZonedDateTime.toLocalDate()
Gets the {@code LocalDate} part of this date-time.
This returns a {@code LocalDate} with the same year, month and dayas this date-time. @return the date part of this date-time, not null

  }


  protected FXForwardSecurity createFXForwardSecurity(final Bundle bundle) {
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime forwardDate = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), bundle._firstCurrency, bundle._secondCurrency);
    final Double fxRate = getApproxFXRate(forwardDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Currency payCurrency = bundle._long ? bundle._secondCurrency : bundle._firstCurrency;

View Full Code Here

  }
  
  protected NonDeliverableFXForwardSecurity createNDFXForwardSecurity(final Bundle bundle) {
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime forwardDate = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), bundle._firstCurrency, bundle._secondCurrency);
    final Double fxRate = getApproxFXRate(forwardDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Currency payCurrency = bundle._long ? bundle._secondCurrency : bundle._firstCurrency;

View Full Code Here

  protected FXOptionSecurity createFXOptionSecurity(final Bundle bundle) {
    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime settlementDate = bundle._tradeDate.plusDays(bundle._daysOffset);
    final Double fxRate = getApproxFXRate(settlementDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Expiry expiry = new Expiry(settlementDate, ExpiryAccuracy.DAY_MONTH_YEAR);

View Full Code Here

  protected NonDeliverableFXOptionSecurity createNDFXOptionSecurity(final Bundle bundle) {
    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime settlementDate = bundle._tradeDate.plusDays(bundle._daysOffset);
    final Double fxRate = getApproxFXRate(settlementDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Expiry expiry = new Expiry(settlementDate, ExpiryAccuracy.DAY_MONTH_YEAR);

View Full Code Here

    Validate.isTrue(index >= 0, "Settlement date is before first accrual date");
    Validate.isTrue(index < length, "Settlement date is after maturity date");
    final double accruedInterest = getAccruedInterest(dayCount, index, length, nominalDates[index], settlementDate, nominalDates[index + 1], coupon, paymentsPerYear, isEndOfMonthConvention);
    ZonedDateTime exDividendDate = nominalDates[index + 1];
    for (int j = 0; j < exDividendDays; j++) {
      while (!calendar.isWorkingDay(exDividendDate.toLocalDate())) {
        exDividendDate = exDividendDate.minusDays(1);
      }
      exDividendDate = exDividendDate.minusDays(1);
    }
    if (exDividendDays != 0 && exDividendDate.isBefore(settlementDate)) {

View Full Code Here

    final int length = nominalDates.length;
    Validate.isTrue(index >= 0 && index < length);
    final double accruedInterest = getAccruedInterest(dayCount, index, length, nominalDates[index], settlementDate, nominalDates[index + 1], coupon, paymentsPerYear, isEndOfMonthConvention);
    ZonedDateTime exDividendDate = nominalDates[index + 1];
    for (int i = 0; i < exDividendDays; i++) {
      while (!calendar.isWorkingDay(exDividendDate.toLocalDate())) {
        exDividendDate = exDividendDate.minusDays(1);
      }
      exDividendDate = exDividendDate.minusDays(1);
    }
    if (exDividendDays != 0 && exDividendDate.isBefore(settlementDate)) {

View Full Code Here

      receiveAmount = 10000000 * (1 + random.nextInt(10)) / 100;
      payAmount = receiveAmount * spot * (1 + random.nextDouble() / 20);
      forwardRate = payAmount / receiveAmount;
    }
    final StringBuilder sb = new StringBuilder();
    sb.append(forwardDate.toLocalDate());
    sb.append(" ");
    sb.append(payCurrency);
    sb.append("/");
    sb.append(receiveCurrency);
    sb.append(" @ ");

View Full Code Here

      final IndexPrice priceIndex, final int conventionalmonthLag, final int monthLag, final boolean payNotional) {
    final ZonedDateTime refInterpolatedDateStart = accrualStartDate;
    final ZonedDateTime refInterpolatedDateEnd = paymentDate;


    final double weightStart = 1.0 - (refInterpolatedDateStart.getDayOfMonth() - 1.0) / refInterpolatedDateStart.toLocalDate().lengthOfMonth();
    final double weightEnd = 1.0 - (refInterpolatedDateEnd.getDayOfMonth() - 1.0) / refInterpolatedDateEnd.toLocalDate().lengthOfMonth();


    return from(factor, accrualStartDate, paymentDate, notional, priceIndex, conventionalmonthLag, monthLag, payNotional, weightStart, weightEnd);
  }


  /**

View Full Code Here

    ArgumentChecker.notNull(valZdt, "date");
    ArgumentChecker.notNull(indexFixingTS, "index fixing time series");
    final List<Coupon> resultList = new ArrayList<>();
    final CouponArithmeticAverageONSpreadDefinition[] payments = getPayments();
    final ZonedDateTime valZdtInPaymentZone = valZdt.withZoneSameInstant(payments[0].getPaymentDate().getZone());
    final LocalDate valDate = valZdtInPaymentZone.toLocalDate();


    for (int loopcoupon = 0; loopcoupon < payments.length; loopcoupon++) {
      if (!valDate.isAfter(payments[loopcoupon].getPaymentDate().toLocalDate())) {
        resultList.add(payments[loopcoupon].toDerivative(valZdt, indexFixingTS));
      }

View Full Code Here

      final IndexPrice priceIndex, final int conventionalmonthLag, final int monthLag, final boolean payNotional) {
    final ZonedDateTime refInterpolatedDateStart = accrualStartDate;
    final ZonedDateTime refInterpolatedDateEnd = paymentDate;


    final double weightStart = 1.0 - (refInterpolatedDateStart.getDayOfMonth() - 1.0) / refInterpolatedDateStart.toLocalDate().lengthOfMonth();
    final double weightEnd = 1.0 - (refInterpolatedDateEnd.getDayOfMonth() - 1.0) / refInterpolatedDateEnd.toLocalDate().lengthOfMonth();


    return from(accrualStartDate, paymentDate, notional, priceIndex, conventionalmonthLag, monthLag, payNotional, weightStart, weightEnd);
  }


  /**

View Full Code Here

0 1 2 3 4 5 6 7 8 9

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.