List of toLocalDate() Examples

Examples of toLocalDate()

java.time.LocalDateTime.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
lombok.val.toLocalDate()
org.fudgemsg.types.FudgeDate.toLocalDate()
org.fudgemsg.types.FudgeDateTime.toLocalDate()
org.joda.time.DateTime.toLocalDate()
Converts this object to a LocalDate with the same date and chronology. @return a LocalDate with the same date and chronology @since 1.3
org.joda.time.YearMonthDay.toLocalDate()
Converts this object to a LocalDate with the same date and chronology. @return a LocalDate with the same date and chronology @since 1.3
org.threeten.bp.OffsetDateTime.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
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

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

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

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

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

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

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

  }


  protected FXForwardSecurity createFXForwardSecurity(final Bundle bundle) {
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime forwardDate = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), bundle._firstCurrency, bundle._secondCurrency);
    final Double fxRate = getApproxFXRate(forwardDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Currency payCurrency = bundle._long ? bundle._secondCurrency : bundle._firstCurrency;

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

  }
  
  protected NonDeliverableFXForwardSecurity createNDFXForwardSecurity(final Bundle bundle) {
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime forwardDate = nextWorkingDay(bundle._tradeDate.plusDays(bundle._daysOffset), bundle._firstCurrency, bundle._secondCurrency);
    final Double fxRate = getApproxFXRate(forwardDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Currency payCurrency = bundle._long ? bundle._secondCurrency : bundle._firstCurrency;

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

  protected FXOptionSecurity createFXOptionSecurity(final Bundle bundle) {
    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime settlementDate = bundle._tradeDate.plusDays(bundle._daysOffset);
    final Double fxRate = getApproxFXRate(settlementDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Expiry expiry = new Expiry(settlementDate, ExpiryAccuracy.DAY_MONTH_YEAR);

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

  protected NonDeliverableFXOptionSecurity createNDFXOptionSecurity(final Bundle bundle) {
    final Currency putCurrency = bundle._firstCurrency;
    final Currency callCurrency = bundle._secondCurrency;
    final double putAmount = bundle._firstCurrency.equals(Currency.JPY) ? NOTIONAL * 100 : NOTIONAL;
    final ZonedDateTime settlementDate = bundle._tradeDate.plusDays(bundle._daysOffset);
    final Double fxRate = getApproxFXRate(settlementDate.toLocalDate(), Pair.of(bundle._firstCurrency, bundle._secondCurrency));
    if (fxRate == null) {
      return null;
    }
    final double callAmount = NOTIONAL * fxRate;
    final Expiry expiry = new Expiry(settlementDate, ExpiryAccuracy.DAY_MONTH_YEAR);

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

    Validate.isTrue(index >= 0, "Settlement date is before first accrual date");
    Validate.isTrue(index < length, "Settlement date is after maturity date");
    final double accruedInterest = getAccruedInterest(dayCount, index, length, nominalDates[index], settlementDate, nominalDates[index + 1], coupon, paymentsPerYear, isEndOfMonthConvention);
    ZonedDateTime exDividendDate = nominalDates[index + 1];
    for (int j = 0; j < exDividendDays; j++) {
      while (!calendar.isWorkingDay(exDividendDate.toLocalDate())) {
        exDividendDate = exDividendDate.minusDays(1);
      }
      exDividendDate = exDividendDate.minusDays(1);
    }
    if (exDividendDays != 0 && exDividendDate.isBefore(settlementDate)) {

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