Package com.opengamma.analytics.financial

Examples of com.opengamma.analytics.financial.ExpiredException

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    final LocalDate date = dateTime.toLocalDate();
    ArgumentChecker.isTrue(yieldCurveNames.length > 1, "at least two curves required");
    final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
    final LocalDate lastMarginDateLocal = getFixingPeriodStartDate().toLocalDate();
    if (date.isAfter(lastMarginDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last margin date, " + lastMarginDateLocal);
    }
    double referencePrice;
    if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
      referencePrice = lastMarginPrice;
    } else { // Transaction is today
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    ArgumentChecker.notNull(dateTime, "date");
    final LocalDate date = dateTime.toLocalDate();
    final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
    final LocalDate lastMarginDateLocal = getFixingPeriodStartDate().toLocalDate();
    if (date.isAfter(lastMarginDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last margin date, " + lastMarginDateLocal);
    }
    double referencePrice;
    if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
      referencePrice = lastMarginPrice;
    } else { // Transaction is today
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    ArgumentChecker.notNull(dateTime, "date");
    ArgumentChecker.notNull(yieldCurveNames, "yield curve names");
    final LocalDate date = dateTime.toLocalDate();
    final LocalDate lastMarginDateLocal = getFixingPeriodStartDate().toLocalDate();
    if (date.isAfter(lastMarginDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last margin date, " + lastMarginDateLocal);
    }
    final String discountingCurveName = yieldCurveNames[0];
    final String forwardCurveName = yieldCurveNames[yieldCurveNames.length > 1 ? 1 : 0];
    final double lastTradingTime = TimeCalculator.getTimeBetween(dateTime, getLastTradingDate());
    final double fixingPeriodStartTime = TimeCalculator.getTimeBetween(dateTime, getFixingPeriodStartDate());
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  public InterestRateFutureSecurity toDerivative(final ZonedDateTime dateTime) {
    ArgumentChecker.notNull(dateTime, "date");
    final LocalDate date = dateTime.toLocalDate();
    final LocalDate lastMarginDateLocal = getFixingPeriodStartDate().toLocalDate();
    if (date.isAfter(lastMarginDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last margin date, " + lastMarginDateLocal);
    }
    final double lastTradingTime = TimeCalculator.getTimeBetween(dateTime, getLastTradingDate());
    final double fixingPeriodStartTime = TimeCalculator.getTimeBetween(dateTime, getFixingPeriodStartDate());
    final double fixingPeriodEndTime = TimeCalculator.getTimeBetween(dateTime, getFixingPeriodEndDate());
    final InterestRateFutureSecurity future = new InterestRateFutureSecurity(lastTradingTime, _iborIndex, fixingPeriodStartTime, fixingPeriodEndTime, _fixingPeriodAccrualFactor, _notional,
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    ArgumentChecker.notNull(yieldCurveNames, "yield curve names");
    final LocalDate date = dateTime.toLocalDate();
    final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
    final LocalDate deliveryDateLocal = _underlying.getDeliveryDate().toLocalDate();
    if (date.isAfter(deliveryDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last trading date, " + deliveryDateLocal);
    }
    double referencePrice;
    if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
      referencePrice = lastMarginPrice;
    } else { // Transaction is today
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    ArgumentChecker.notNull(dateTime, "date");
    final LocalDate date = dateTime.toLocalDate();
    final LocalDate transactionDateLocal = _transactionDate.toLocalDate();
    final LocalDate deliveryDateLocal = _underlying.getDeliveryDate().toLocalDate();
    if (date.isAfter(deliveryDateLocal)) {
      throw new ExpiredException("Valuation date, " + date + ", is after last trading date, " + deliveryDateLocal);
    }
    double referencePrice;
    if (transactionDateLocal.isBefore(date)) { // Transaction was before last margining.
      referencePrice = lastMarginPrice;
    } else { // Transaction is today
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Related Classes of com.opengamma.analytics.financial.ExpiredException

  • com.opengamma.analytics.financial.instrument.future.InterestRateFutureSecurityDefinition
  • com.opengamma.analytics.financial.instrument.future.InterestRateFutureTransactionDefinition
  • com.opengamma.analytics.financial.instrument.future.SwapFuturesPriceDeliverableTransactionDefinition
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