Package org.threeten.bp

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


    public void test_Paris_getStandardOffset() {
        ZoneRules test = europeParis();
        ZonedDateTime zdt = createZDT(1840, 1, 1, ZoneOffset.UTC);
        while (zdt.getYear() < 2010) {
            Instant instant = zdt.toInstant();
            if (zdt.toLocalDate().isBefore(LocalDate.of(1911, 3, 11))) {
                assertEquals(test.getStandardOffset(instant), ZoneOffset.ofHoursMinutesSeconds(0, 9, 21));
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1940, 6, 14))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1944, 8, 25))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
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        ZonedDateTime zdt = createZDT(1840, 1, 1, ZoneOffset.UTC);
        while (zdt.getYear() < 2010) {
            Instant instant = zdt.toInstant();
            if (zdt.toLocalDate().isBefore(LocalDate.of(1911, 3, 11))) {
                assertEquals(test.getStandardOffset(instant), ZoneOffset.ofHoursMinutesSeconds(0, 9, 21));
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1940, 6, 14))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1944, 8, 25))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1945, 9, 16))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
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            Instant instant = zdt.toInstant();
            if (zdt.toLocalDate().isBefore(LocalDate.of(1911, 3, 11))) {
                assertEquals(test.getStandardOffset(instant), ZoneOffset.ofHoursMinutesSeconds(0, 9, 21));
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1940, 6, 14))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1944, 8, 25))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1945, 9, 16))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
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                assertEquals(test.getStandardOffset(instant), ZoneOffset.ofHoursMinutesSeconds(0, 9, 21));
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1940, 6, 14))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1944, 8, 25))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
            } else if (zdt.toLocalDate().isBefore(LocalDate.of(1945, 9, 16))) {
                assertEquals(test.getStandardOffset(instant), OFFSET_ZERO);
            } else {
                assertEquals(test.getStandardOffset(instant), OFFSET_PONE);
            }
            zdt = zdt.plusMonths(6);
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    public void test_NewYork_getStandardOffset() {
        ZoneRules test = americaNewYork();
        ZonedDateTime dateTime = createZDT(1860, 1, 1, ZoneOffset.UTC);
        while (dateTime.getYear() < 2010) {
            Instant instant = dateTime.toInstant();
            if (dateTime.toLocalDate().isBefore(LocalDate.of(1883, 11, 18))) {
                assertEquals(test.getStandardOffset(instant), ZoneOffset.of("-04:56:02"));
            } else {
                assertEquals(test.getStandardOffset(instant), ZoneOffset.ofHours(-5));
            }
            dateTime = dateTime.plusMonths(6);
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    }
    final CapFloorSecurity security = new CapFloorSecurity(TRADE_DATE.atStartOfDay(ZoneOffset.UTC), maturityDate, notional, underlyingId, strike, PeriodFrequency.SEMI_ANNUAL,
        Currency.USD, ACT_360, payer, cap, false);
    security.setName("USD " + FORMAT.format(notional / 1000000) + (cap ? "MM cap " : "MM floor ") + "@ " + FORMAT.format(strike) +
        (payer ? "%, pay " : "%, receive ") + tenor.getPeriod().normalized().getYears() + "Y ISDA fixing" +
        " (" + TRADE_DATE.toString() + " - " + maturityDate.toLocalDate().toString() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

  private SwapSecurity makeSwap(final Random random, final Tenor tenor) {
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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() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

  private CapFloorCMSSpreadSecurity makeCMSCapFloorSpread(final Random random, final Tenor payTenor, final Tenor receiveTenor, final Tenor maturity, final double strike) {
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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() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

  private Double getSwapRate(final Currency ccy, final LocalDate tradeDate, final Tenor maturity) {
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    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final double putAmount = putCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime settlementDate = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), bundle._firstCurrency, bundle._secondCurrency);
    final Expiry expiry = new Expiry(settlementDate, ExpiryAccuracy.DAY_MONTH_YEAR);
    final Double fxRate = getApproxFXRate(settlementDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final String dateString = settlementDate.toString(DATE_FORMATTER);
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    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final Currency paymentCurrency = bundle._paymentCurrency;
    final double putAmount = putCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime expiry = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), putCurrency, callCurrency);
    final Double rate = getApproxFXRate(expiry.toLocalDate(), Pair.of(putCurrency, callCurrency));
    if (rate == null) {
      return null;
    }
    final double callAmount = rate * NOTIONAL;
    final ZonedDateTime settlementDate = nextWorkingDay(expiry.plusDays(2), putCurrency, callCurrency);
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