Package org.threeten.bp

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

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          }
        }
      } else {
        for (int loopday = 0; loopday < -settlementDays; loopday++) {
          date = date.minusDays(1);
          while (!calendar.isWorkingDay(date.toLocalDate())) {
            date = date.minusDays(1);
          }
        }
      }
      result[i] = date;
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    final LocalDate curveDate = curveSpecification.getCurveDate();
    for (final FixedIncomeStripWithIdentifier strip : curveSpecification.getStrips()) {
      final InstrumentHandler handler = getInstrumentHandler(strip);
      final Security security = handler.getSecurity(this, curveSpecification, marketValues, strip);
      final ZonedDateTime maturity = handler.getMaturity(this, curveDate, strip, security);
      final Tenor resolvedTenor = Tenor.of(Period.between(curveDate, maturity.toLocalDate()));
      securityStrips.add(new FixedIncomeStripWithSecurity(strip.getStrip(), resolvedTenor, maturity, strip.getSecurity(), security));
    }
    return new InterpolatedYieldCurveSpecificationWithSecurities(curveDate, curveSpecification.getName(), curveSpecification.getCurrency(), curveSpecification.getInterpolator(),
        curveSpecification.interpolateYield(), securityStrips);
  }
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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveSpecification curveSpecification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_SPECIFICATION, ComputationTargetSpecification.NULL, properties);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), curveSpecification, spec);
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      if (d1.getYear() == forward[i - 1].getYear()) {
        assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), 1);
      } else {
        assertEquals(d1.getMonthValue() - forward[i - 1].getMonthValue(), -11);
      }
      assertEquals(d1.getDayOfMonth(), d1.toLocalDate().lengthOfMonth());
    }
    assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, false), forward);
    assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, true, true), forward);
    assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, false), forward);
    assertArrayEquals(CALCULATOR.getSchedule(startDate, endDate, false, true), forward);
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      final FunctionCompilationContext context, final Instant atInstant, final FunctionDefinition functionDefinition) {
    init(context, functionDefinition);

    //TODO: avoid doing this compile twice all the time
    final ZonedDateTime atInstantZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final LocalDate curveDate = atInstantZDT.toLocalDate();
    final InterpolatedYieldCurveSpecification specification = buildCurve(curveDate);
    final Instant expiry = findCurveExpiryDate(context.getSecuritySource(), atInstant, specification, atInstantZDT.with(LocalTime.MIDNIGHT).plusDays(1).minusNanos(1000000).toInstant());
    return new Triple<>((expiry != null) ? atInstantZDT.with(LocalTime.MIDNIGHT).toInstant() : null, expiry, specification);
  }
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   * OUTPUT: and converting this into a StandardVolatilitySurfaceData object, which has no empty values, expiry is in years, and the strike and vol scale is without unit (35% -> 0.35)
   */
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {

    final ZonedDateTime valTime = ZonedDateTime.now(executionContext.getValuationClock());
    final LocalDate valDate = valTime.toLocalDate();

    final Currency currency = (Currency) target.getValue();
    final Calendar calendar = new HolidaySourceCalendarAdapter(OpenGammaExecutionContext.getHolidaySource(executionContext), currency);

    // 1. Build the surface name, in two parts: the given name and the target
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  @SuppressWarnings("synthetic-access")
  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atInstantZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final LocalDate curveDate = atInstantZDT.toLocalDate();
    final InterpolatedYieldCurveSpecificationBuilder curveSpecificationBuilder = OpenGammaCompilationContext.getInterpolatedYieldCurveSpecificationBuilder(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final YieldCurveDefinition definition = configSource.getLatestByName(YieldCurveDefinition.class, _curveName + "_" + _currency.getCode());
    final InterpolatedYieldCurveSpecification curveSpecification = buildDummyCurve(curveDate, definition);
    return new CompiledImpl(atInstantZDT.with(LocalTime.MIDNIGHT).toInstant(), atInstantZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant(), curveSpecification);
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    final Collection<FixedIncomeStripWithSecurity> securityStrips = new TreeSet<>();
    final LocalDate curveDate = curveSpecification.getCurveDate();
    for (final FixedIncomeStripWithIdentifier strip : curveSpecification.getStrips()) {
      final ZonedDateTime start = curveDate.atTime(CASH_EXPIRY_TIME).atZone(ZoneOffset.UTC);
      final ZonedDateTime maturity = curveDate.plus(strip.getMaturity().getPeriod()).atTime(CASH_EXPIRY_TIME).atZone(ZoneOffset.UTC);
      final Tenor resolvedTenor = Tenor.of(Period.between(curveDate, maturity.toLocalDate()));
      final CashSecurity security = new CashSecurity(currency, curveSpecification.getRegion(), start, maturity, DAY_COUNT, 0, 0);
      securityStrips.add(new FixedIncomeStripWithSecurity(strip.getStrip(), resolvedTenor, maturity, strip.getSecurity(), security));
    }
    return new InterpolatedYieldCurveSpecificationWithSecurities(curveDate, curveSpecification.getName(), curveSpecification.getCurrency(), curveSpecification.getInterpolator(),
        curveSpecification.interpolateYield(), securityStrips);
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    final Currency ccy = security.getCurrency();
    final double unitNotional = security.getPointValue();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    // TODO We need to know how long after expiry settlement occurs?
    // IndexOptions are obviously Cash Settled
    final LocalDate settlementDate = expiryDT.toLocalDate(); // FIXME Needs to come from convention
    //TODO settlement type needs to come from trade or convention
    return new EquityIndexOptionDefinition(isCall, strike, ccy, exerciseType, expiryDT, settlementDate, unitNotional, SettlementType.CASH);
  }

  @Override
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    final Currency ccy = security.getCurrency();
    final double unitNotional = security.getPointValue();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    // TODO We need to know how long after expiry settlement occurs?
    // IndexOptions are obviously Cash Settled
    final LocalDate settlementDate = expiryDT.toLocalDate(); // FIXME Needs to come from convention
    //TODO settlement type needs to come from trade or convention
    return new EquityOptionDefinition(isCall, strike, ccy, exerciseType, expiryDT, settlementDate, unitNotional, SettlementType.PHYSICAL);
  }

  @Override
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