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 Map<ExternalId, Double> data = (Map<ExternalId, Double>) dataObject;
        final String interpolatorName = desiredValue.getConstraint(PROPERTY_FORWARD_CURVE_INTERPOLATOR);
        final String leftExtrapolatorName = desiredValue.getConstraint(PROPERTY_FORWARD_CURVE_LEFT_EXTRAPOLATOR);
        final String rightExtrapolatorName = desiredValue.getConstraint(PROPERTY_FORWARD_CURVE_RIGHT_EXTRAPOLATOR);
        for (final Tenor tenor : definition.getTenors()) {
          final ExternalId identifier = provider.getInstrument(now.toLocalDate(), tenor);
          if (data.containsKey(identifier)) {
            expiries.add(TimeCalculator.getTimeBetween(now, now.plus(tenor.getPeriod())));
            forwards.add(data.get(identifier));
          }
        }

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      throw new OpenGammaRuntimeException("Definition for security " + security + " was null");
    }
    final String[] yieldCurveNames = curveNames.length == 1 ? new String[] {curveNames[0], curveNames[0] } : curveNames;
    final String[] curveNamesForSecurity = FixedIncomeInstrumentCurveExposureHelper.getCurveNamesForSecurity(security, yieldCurveNames[0], yieldCurveNames[1]);
    final String currency = FinancialSecurityUtils.getCurrency(security).getCode();
    final LocalDate startDate = DateUtils.previousWeekDay(now.toLocalDate().minusMonths(1));
    final HistoricalTimeSeries ts = (HistoricalTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES);
    if (ts == null) {
      throw new OpenGammaRuntimeException("Could not get price time series for " + security);
    }
    final int length = ts.getTimeSeries().size();

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    if (forwardCurveSpecification == null) {
      throw new OpenGammaRuntimeException("Couldn't find FX forward curve specification called " + forwardCurveName + " for target " + currencyPair);
    }
    final YieldAndDiscountCurve payCurve = getPayCurve(inputs, payCurrency, payCurveName, payCurveConfig);
    final YieldAndDiscountCurve receiveCurve = getReceiveCurve(inputs, receiveCurrency, receiveCurveName, receiveCurveConfig);
    final DoublesCurve fxForwardCurve = getFXForwardCurve(inputs, forwardCurveDefinition, forwardCurveSpecification, now.toLocalDate());
    final Map<String, Currency> curveCurrency = new HashMap<>();
    curveCurrency.put(fullPayCurveName, payCurrency);
    curveCurrency.put(fullReceiveCurveName, receiveCurrency);
    final Object baseQuotePairsObject = inputs.getValue(ValueRequirementNames.CURRENCY_PAIRS);
    if (baseQuotePairsObject == null) {

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    final CDSAnalyticFactory analyticFactory = new CDSAnalyticFactory(cds.getRecoveryRate(), cds.getCouponFrequency().getPeriod())
        .with(cds.getBusinessDayAdjustmentConvention())
        .with(calendar).with(cds.getStubType())
        .withAccualDCC(cds.getDayCountFractionConvention());


    final CDSAnalytic pricingCDS = analyticFactory.makeCDS(valuationTime.toLocalDate(), cds.getEffectiveDate().toLocalDate(), cds.getMaturityDate().toLocalDate());
    double spread = 0;
    final ZonedDateTime[] times = new ZonedDateTime[n];
    final CDSAnalytic[] creditAnalytics = new CDSAnalytic[n];
    final double[] marketSpreads = new double[n];
    for (int i = 0; i < n; i++) {

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    final ZonedDateTime[] times = new ZonedDateTime[n];
    final CDSAnalytic[] creditAnalytics = new CDSAnalytic[n];
    final double[] marketSpreads = new double[n];
    for (int i = 0; i < n; i++) {
      ZonedDateTime nextIMM = IMMDateGenerator.getNextIMMDate(valuationTime, tenors[i]).withHour(0).withMinute(0).withSecond(0).withNano(0);
      creditAnalytics[i] = analyticFactory.makeCDS(valuationTime.toLocalDate(), cds.getEffectiveDate().toLocalDate(), nextIMM.toLocalDate());
      marketSpreads[i] = marketSpreadObjects[i] * 1e-4;
      if (!nextIMM.isAfter(cds.getMaturityDate().withHour(0).withMinute(0).withSecond(0).withNano(0))) {
        spread = marketSpreads[i];
      }
    }

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    final Double cdsQuoteDouble = (Double) inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (cdsQuoteDouble == null) {
      throw new OpenGammaRuntimeException("Couldn't get spread for " + security);
    }
    final CDSAnalyticVisitor pricingVisitor = new CDSAnalyticVisitor(now.toLocalDate(),
                                                                     _holidaySource,
                                                                     _regionSource,
                                                                     recoveryRate);
    final CDSAnalytic pricingCDS = security.accept(pricingVisitor);
    final CDSQuoteConvention quote = SpreadCurveFunctions.getQuotes(security.getMaturityDate(),

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      //final CDSQuoteConvention[] quotes = SpreadCurveFunctions.getQuotes(security.getMaturityDate(), spreads, security.getParSpread(), quoteConvention, false);


      // CDS analytics for credit curve
      final CDSAnalytic[] creditAnalytics = new CDSAnalytic[pillarDates.length];
      for (int i = 0; i < creditAnalytics.length; i++) {
        final CDSAnalyticVisitor curveVisitor = new CDSAnalyticVisitor(now.toLocalDate(),
                                                                       _holidaySource,
                                                                       _regionSource,
                                                                       security.getStartDate().toLocalDate(),
                                                                       pillarDates[i].toLocalDate(),
                                                                       recoveryRate);

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                                                                         false);


      // CDS analytics for credit curve
      final CDSAnalytic[] creditAnalytics = new CDSAnalytic[pillarDates.length];
      for (int i = 0; i < creditAnalytics.length; i++) {
        final CDSAnalyticVisitor curveVisitor = new CDSAnalyticVisitor(now.toLocalDate(),
                                                                       _holidaySource,
                                                                       _regionSource,
                                                                       security.getStartDate().toLocalDate(),
                                                                       pillarDates[i].toLocalDate(), recoveryRate);
        creditAnalytics[i] = security.accept(curveVisitor);

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          tenors[i] = strip.getTenor().getPeriod();
          values[i] = rate;
          i++;
        }


        final ISDACompliantYieldCurve yieldCurve = ISDACompliantYieldCurveBuild.build(valuationDate.toLocalDate(), spotDate, instruments, tenors, values, MONEY_MARKET_DCC, SWAP_DCC, swapIvl, CURVE_DCC, badDayConv);


        final ValueProperties properties = createValueProperties()
            .with(ValuePropertyNames.CURVE, curveName)
            .with(ISDAFunctionConstants.ISDA_CURVE_OFFSET, offsetString)
            .with(ISDAFunctionConstants.ISDA_CURVE_DATE, spotDateString)

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    final Trade trade = target.getTrade();
    final FinancialSecurity security = (FinancialSecurity) trade.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final LocalDate localNow = now.toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final ValueProperties constraints = desiredValues.iterator().next().getConstraints();
    final String curveName = constraints.getValues(ValuePropertyNames.CURVE).iterator().next();
    final String fullCurveName = curveName + "_" + currency.getCode();
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);

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