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

      final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
      final CurrencyPair currencyPair = _currencyPairs.getCurrencyPair(putCurrency, callCurrency);
      final Currency currencyNonBase = currencyPair.getCounter(); // The non-base currency
      final double delta = mca.getAmount(currencyNonBase);
      final HistoricalTimeSeries timeSeries = (HistoricalTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES);
      DateDoubleTimeSeries<?> result = getPnLSeries(startDate, now.toLocalDate(), schedule, sampling, timeSeries);
      result = result.multiply(position.getQuantity().doubleValue() * delta);
      final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.PNL_SERIES, target.toSpecification(), desiredValue.getConstraints());
      return Collections.singleton(new ComputedValue(spec, result));
    }

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        final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
        final DoubleArrayList xList = new DoubleArrayList();
        final DoubleArrayList prices = new DoubleArrayList();
        final FuturePriceCurveInstrumentProvider<Number> futurePriceCurveProvider = (FuturePriceCurveInstrumentProvider<Number>) priceCurveSpecification.getCurveInstrumentProvider();
        final ExchangeTradedInstrumentExpiryCalculator expiryCalc = futurePriceCurveProvider.getExpiryRuleCalculator();
        final LocalDate valDate = now.toLocalDate();
        if (inputs.getAllValues().isEmpty()) {
          throw new OpenGammaRuntimeException("Could not get any data for future price curve called " + curveSpecificationName);
        }
        for (final Object x : priceCurveDefinition.getXs()) {
          final Number xNum = (Number) x;

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        final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
        final DoubleArrayList xList = new DoubleArrayList();
        final DoubleArrayList prices = new DoubleArrayList();
        final FuturePriceCurveInstrumentProvider<Number> futurePriceCurveProvider = (FuturePriceCurveInstrumentProvider<Number>) priceCurveSpecification.getCurveInstrumentProvider();
        final ExchangeTradedInstrumentExpiryCalculator expiryCalc = futurePriceCurveProvider.getExpiryRuleCalculator();
        final LocalDate valDate = now.toLocalDate();
        if (inputs.getAllValues().isEmpty()) {
          throw new OpenGammaRuntimeException("Could not get any data for future price curve called " + curveSpecificationName);
        }
        for (final Object x : priceCurveDefinition.getXs()) {
          final Number xNum = (Number) x;

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      final ExternalId underlyingIdentifier = ExternalSchemes.syntheticSecurityId(ticker);
      final CapFloorSecurity security = new CapFloorSecurity(_tradeDate, maturityDate, _notional, underlyingIdentifier, strike, PeriodFrequency.SEMI_ANNUAL,
          CURRENCY, ACT_360, payer, cap, false);
      security.setName(CURRENCY.getCode() + " " + FORMAT.format(_notional / 1000000) + (cap ? "MM cap " : "MM floor ") + "@ " + FORMAT.format(strike) +
          (payer ? "%, pay " : "%, receive ") + tenor.getPeriod().normalized().getYears() + "Y ISDA fixing" +
          " (" + _tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
      return security;
    }
  }


  /**

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        payIbor = false;
      }
      security.setName(CURRENCY.getCode() + " " + FORMAT.format(_notional.getAmount() / 1000000) + "MM Swap, pay " +
          (payIbor ? frequency.getPeriod().getMonths() + "M Libor, receive " + tenor.getPeriod().getYears() + "Y ISDA fixing (" :
            tenor.getPeriod().getYears() + "Y ISDA fixing, receive " + frequency.getPeriod().getMonths() + "M Libor (") +
            _tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
      return security;
    }
  }


  /**

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      final CapFloorCMSSpreadSecurity security = new CapFloorCMSSpreadSecurity(_tradeDate, maturityDate, _notional, payIdentifier, receiveIdentifier, strike,
          PeriodFrequency.ANNUAL, CURRENCY, ACT_360, payer, cap);
      security.setName(CURRENCY.getCode() + " " + FORMAT.format(_notional / 1000000) + (cap ? "MM cap spread " : "MM floor spread ") + "@ " + FORMAT.format(strike) +
          "%, pay " + payTenor.getPeriod().normalized().getYears() + "Y ISDA fixing" + ", receive " +
          receiveTenor.getPeriod().normalized().getYears() + "Y ISDA fixing" +
          " (" + _tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
      return security;
    }
  }
}

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      final SimplePortfolioNode node = new SimplePortfolioNode(_name);
      for (int i = 0; i < _securities.length; i++) {
        final BigDecimal n = new BigDecimal(_amounts[i]);
        final GovernmentBondSecurity bond = _securities[i];
        final ZonedDateTime tradeDate = bond.getSettlementDate();
        final ManageableTrade trade = new ManageableTrade(n, getSecurityPersister().storeSecurity(bond), tradeDate.toLocalDate(),
            tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
        trade.setPremium(bond.getIssuancePrice());
        trade.setPremiumCurrency(bond.getCurrency());
        final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
        node.addPosition(position);

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      @Override
      public ManageableTrade createSecurityTrade(QuantityGenerator quantityGenerator, SecurityPersister securityPersister, NameGenerator counterPartyGenerator) {
        ManageableTrade trade = null;
        RawSecurity security = createSecurity();
        ZonedDateTime tradeDate = ZonedDateTime.now();
        trade = new ManageableTrade(quantityGenerator.createQuantity(), securityPersister.storeSecurity(security), tradeDate.toLocalDate(), tradeDate.toOffsetDateTime().toOffsetTime(),
            ExternalId.of(Counterparty.DEFAULT_SCHEME, counterPartyGenerator.createName()));
        return trade;
      }
      
    }, new InMemorySecurityPersister(source));

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            if (strike < underlyingSpot) {
              provider.init(false); // generate identifiers for call options
            } else {
              provider.init(true); // generate identifiers for put options
            }
            final ExternalId identifier = provider.getInstrument(expiry, strike, now.toLocalDate());
            final ValueRequirement requirement = new ValueRequirement(provider.getDataFieldName(), ComputationTargetType.PRIMITIVE, identifier);
            if (inputs.getValue(requirement) != null) {
              final Double volatility = (Double) inputs.getValue(requirement);
              volatilityValues.put(Pair.of((Object) expiry, (Object) strike), volatility / 100);
            }

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    if (businessdayAdjustmentConvention.equals(BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Preceding"))) {
      deltaDays = -1;
    }


    // Adjust the input date until it falls on a business day
    while (!calendar.isWorkingDay(adjustedDate.toLocalDate())) {
      adjustedDate = adjustedDate.plusDays(deltaDays);
    }


    return adjustedDate;
  }

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