Package org.threeten.bp

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

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        }
        final FXForwardCurveInstrumentProvider provider = specification.getCurveInstrumentProvider();
        final Map<ExternalId, Double> data = new HashMap<>();
        final boolean isRegular = specification.isMarketQuoteConvention();
        for (final Tenor tenor : definition.getTenors()) {
          final ExternalId identifier = provider.getInstrument(now.toLocalDate(), tenor);
          final ValueRequirement requirement = new ValueRequirement(provider.getDataFieldName(), ComputationTargetType.PRIMITIVE, identifier);
          if (inputs.getValue(requirement) != null) {
            final Double value = (Double) inputs.getValue(requirement);
            data.put(identifier, isRegular ? value : 1 / value);
          }
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    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_MARKET_DATA, ComputationTargetSpecification.NULL, properties);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveSpecification specification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), specification, spec);
  }

  /**
   * Function that gets market data for a curve.
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   * @return
   */
  private File buildSecurityDirectory(String buid, long receivedTS) {
    Instant instant = Instant.ofEpochMilli(receivedTS);
    ZonedDateTime dateTime = ZonedDateTime.ofInstant(instant, ZoneOffset.UTC);
    LocalDate today = dateTime.toLocalDate();
    StringBuilder buf = new StringBuilder();
    buf.append(_rootDir).append(File.separator);
    buf.append(buid).append(File.separator).append(today.getYear()).append(File.separator);
    int month = today.getMonthValue();
    if (month < 10) {
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  public ManageableTrade createSecurityTrade(final QuantityGenerator quantityGenerator, final SecurityPersister securityPersister, final NameGenerator counterPartyGenerator) {
    ManageableTrade trade = null;
    final T security = createSecurity();
    if (security != null) {
      final ZonedDateTime tradeDate = previousWorkingDay(ZonedDateTime.now().minusDays(getRandom(30)), getRandomCurrency());
      trade = new ManageableTrade(quantityGenerator.createQuantity(), securityPersister.storeSecurity(security), tradeDate.toLocalDate(), tradeDate.toOffsetDateTime().toOffsetTime(),
          ExternalId.of(Counterparty.DEFAULT_SCHEME, counterPartyGenerator.createName()));
    }
    return trade;
  }
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      callAmount = 10000000 * (1 + random.nextInt(10)) / 100;
      putAmount = callAmount * spot * (1 + random.nextDouble() / 20);
      strike = putAmount / callAmount;
    }
    final StringBuilder sb = new StringBuilder();
    sb.append(expiryDate.toLocalDate());
    sb.append(" ");
    sb.append(putCurrency);
    sb.append("/");
    sb.append(callCurrency);
    sb.append(" @ ");
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      marketDataForCurve[k] = marketValue;
      tenors[k] = strip.getResolvedTenor().getPeriod();
      k++;
    }
    //TODO: Check spot date logic
    final ISDACompliantYieldCurve yieldCurve = ISDACompliantYieldCurveBuild.build(now.toLocalDate(), now.toLocalDate().minusDays(offset), instruments, tenors, marketDataForCurve, cashDCC,
                                                             fixDCC, paymentTenor, ACT_365, floatBadDayConv);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, curveName)
        .with(ISDAFunctionConstants.ISDA_CURVE_OFFSET, offsetString)
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfig)
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      marketDataForCurve[k] = marketValue;
      tenors[k] = strip.getResolvedTenor().getPeriod();
      k++;
    }
    //TODO: Check spot date logic
    final ISDACompliantYieldCurve yieldCurve = ISDACompliantYieldCurveBuild.build(now.toLocalDate(), now.toLocalDate().minusDays(offset), instruments, tenors, marketDataForCurve, cashDCC,
                                                             fixDCC, paymentTenor, ACT_365, floatBadDayConv);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, curveName)
        .with(ISDAFunctionConstants.ISDA_CURVE_OFFSET, offsetString)
        .with(ValuePropertyNames.CURVE_CALCULATION_CONFIG, curveCalculationConfig)
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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final LocalDate localNow = now.toLocalDate();
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
    final Trade trade = target.getTrade();
    final IRFutureOptionSecurity security = (IRFutureOptionSecurity) trade.getSecurity();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
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        final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
        final String idName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
        String curveName;
        try {
          curveName = "SAMEDAY_" + idName;
          curveSpecification = CurveUtils.getCurveSpecification(now.toInstant(), configSource, now.toLocalDate(), curveName);
        } catch (final Exception e) {
          curveName = idName;
          curveSpecification = CurveUtils.getCurveSpecification(now.toInstant(), configSource, now.toLocalDate(), idName);
        }
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        try {
          curveName = "SAMEDAY_" + idName;
          curveSpecification = CurveUtils.getCurveSpecification(now.toInstant(), configSource, now.toLocalDate(), curveName);
        } catch (final Exception e) {
          curveName = idName;
          curveSpecification = CurveUtils.getCurveSpecification(now.toInstant(), configSource, now.toLocalDate(), idName);
        }

        final List<Tenor> tenors = new ArrayList<>();
        final List<Double> marketSpreads = new ArrayList<>();
        for (final CurveNodeWithIdentifier strip : curveSpecification.getNodes()) {
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