Package com.opengamma.financial.convention.daycount

Examples of com.opengamma.financial.convention.daycount.DayCount

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    final Period LENGTH_CMSCAP = Period.ofYears(10);
    final ZonedDateTime START_DATE = ScheduleCalculator.getAdjustedDate(SPOT_DATE, START_CMSCAP, EUR1YEURIBOR6M.getIborIndex().getBusinessDayConvention(), CALENDAR, EUR1YEURIBOR6M.getIborIndex()
        .isEndOfMonth());
    final ZonedDateTime END_DATE = START_DATE.plus(LENGTH_CMSCAP);
    final Period capPeriod = Period.ofMonths(6);
    final DayCount capDayCount = DayCountFactory.INSTANCE.getDayCount("ACT/360");
    final AnnuityCapFloorCMSDefinition capDefinition = AnnuityCapFloorCMSDefinition.from(START_DATE, END_DATE, NOTIONAL, INDEX_SWAP_5Y, capPeriod, capDayCount, false, STRIKE, IS_CAP, CALENDAR);
    final Annuity<? extends Payment> cap = capDefinition.toDerivative(REFERENCE_DATE);
    final double pvCalculator = PVSSC.visit(cap, SABR_MULTICURVES).getAmount(EUR);
    double pvExpected = 0.0;
    for (int loopcpn = 0; loopcpn < cap.getNumberOfPayments(); loopcpn++) {
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    final Period LENGTH_CMSCAP = Period.ofYears(10);
    final ZonedDateTime START_DATE = ScheduleCalculator.getAdjustedDate(SPOT_DATE, START_CMSCAP, EUR1YEURIBOR6M.getIborIndex().getBusinessDayConvention(), CALENDAR, EUR1YEURIBOR6M.getIborIndex()
        .isEndOfMonth());
    final ZonedDateTime END_DATE = START_DATE.plus(LENGTH_CMSCAP);
    final Period capPeriod = Period.ofMonths(6);
    final DayCount capDayCount = DayCountFactory.INSTANCE.getDayCount("ACT/360");
    final AnnuityCapFloorCMSDefinition capDefinition = AnnuityCapFloorCMSDefinition.from(START_DATE, END_DATE, NOTIONAL, INDEX_SWAP_5Y, capPeriod, capDayCount, false, STRIKE, IS_CAP, CALENDAR);
    final Annuity<? extends Payment> cap = capDefinition.toDerivative(REFERENCE_DATE);
    MultipleCurrencyMulticurveSensitivity pvcsCalculator = PVCSSSC.visit(cap, SABR_MULTICURVES);
    pvcsCalculator = pvcsCalculator.cleaned();
    MultipleCurrencyMulticurveSensitivity pvcsExpected = new MultipleCurrencyMulticurveSensitivity();
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        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 6, 17) });
  }

  @Test
  public void testPaymentTimes() {
    final DayCount daycount = new DayCount() {

      @Override
      public String getConventionName() {
        return "";
      }
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    final Currency currency = security.getCurrency();
    final ZoneId zone = security.getInterestAccrualDate().getZone();
    final ZonedDateTime firstAccrualDate = ZonedDateTime.of(security.getInterestAccrualDate().toLocalDate().atStartOfDay(), zone);
    final ZonedDateTime maturityDate = ZonedDateTime.of(security.getLastTradeDate().getExpiry().toLocalDate().atStartOfDay(), zone);
    final double rate = security.getCouponRate() / 100;
    final DayCount dayCount = security.getDayCount();
    final BusinessDayConvention businessDay = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following");
    if (convention.isEOMConvention() == null) {
      throw new OpenGammaRuntimeException("Could not get EOM convention information from " + conventionName);
    }
    final boolean isEOM = convention.isEOMConvention();
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      }
      throw new OpenGammaRuntimeException("Convention of the underlying was not an ibor index convention; have " + underlyingConvention.getClass());
    }
    final IborIndexConvention indexConvention = (IborIndexConvention) underlyingConvention;
    final Currency currency = indexConvention.getCurrency();
    final DayCount dayCount = indexConvention.getDayCount();
    final BusinessDayConvention businessDayConvention = indexConvention.getBusinessDayConvention();
    final boolean eom = indexConvention.isIsEOM();
    final Period indexTenor = iborLegConvention.getResetTenor().getPeriod();
    final int spotLagIndex = indexConvention.getSettlementDays();
    final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLagIndex, dayCount, businessDayConvention, eom, indexConvention.getName());
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  public void testCycle() {
    ExternalId dummyId = ExternalSchemes.bloombergTickerSecurityId("USDRC Curncy");
    ExternalIdBundle bundle = ExternalIdBundle.of(dummyId);
    final ZonedDateTime start = DateUtils.getUTCDate(2011, 9, 30);
    final ZonedDateTime maturity = DateUtils.getUTCDate(2011, 10, 1);
    final DayCount dayCount = DayCountFactory.INSTANCE.getDayCount("Actual/365");
    final CashSecurity cash = new CashSecurity(Currency.USD, ExternalSchemes.financialRegionId("US"), start, maturity, dayCount, 0.05, 1);
    cash.setUniqueId(UniqueId.of("TEST", "TEST"));
    cash.setName("1m deposit rate");
    cash.setExternalIdBundle(bundle);
    final FixedIncomeStripWithSecurity cashStrip = new FixedIncomeStripWithSecurity(new FixedIncomeStrip(StripInstrumentType.CASH, Tenor.ONE_MONTH, "DEFAULT"), Tenor.ONE_MONTH, maturity, dummyId, cash);
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public class CNConventions {

  public static synchronized void addFixedIncomeInstrumentConventions(final InMemoryConventionBundleMaster conventionMaster) {
    Validate.notNull(conventionMaster, "convention master");
    final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following");
    final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360");
    final ExternalId cn = ExternalSchemes.financialRegionId("CN");

    final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster);

    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("CCDR1T Curncy"), simpleNameSecurityId("CNY DEPOSIT 1d")), "CNY DEPOSIT 1d", act360,
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   */
  public static synchronized void addFixedIncomeInstrumentConventions(final ConventionBundleMaster conventionMaster) {
    ArgumentChecker.notNull(conventionMaster, "convention master");
    final BusinessDayConvention modified = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Modified Following");
    final BusinessDayConvention following = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following");
    final DayCount act360 = DayCountFactory.INSTANCE.getDayCount("Actual/360");
    final DayCount thirty360 = DayCountFactory.INSTANCE.getDayCount("30/360");
    final Frequency annual = PeriodFrequency.ANNUAL;
    final Frequency semiAnnual = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.SEMI_ANNUAL_NAME);
    final Frequency quarterly = SimpleFrequencyFactory.INSTANCE.getFrequency(Frequency.QUARTERLY_NAME);

    final ExternalId usgb = ExternalSchemes.financialRegionId("US+GB");
    final ExternalId us = ExternalSchemes.financialRegionId("US");

    final ConventionBundleMasterUtils utils = new ConventionBundleMasterUtils(conventionMaster);

    // LIBOR
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US00O/N Index"), simpleNameSecurityId("USD LIBOR O/N")),
        "USD LIBOR O/N", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US00T/N Index"), simpleNameSecurityId("USD LIBOR T/N")),
        "USD LIBOR T/N", act360, following, Period.ofDays(1), 1, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0001W Index"), simpleNameSecurityId("USD LIBOR 1w"),
        tullettPrebonSecurityId("ASLIBUSD1WL")), "USD LIBOR 1w", act360, following, Period.ofDays(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0002W Index"), simpleNameSecurityId("USD LIBOR 2w"),
        tullettPrebonSecurityId("ASLIBUSD2WL")), "USD LIBOR 2w", act360, following, Period.ofDays(14), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0001M Index"), simpleNameSecurityId("USD LIBOR 1m"),
        tullettPrebonSecurityId("ASLIBUSD01L")), "USD LIBOR 1m", act360, modified, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0002M Index"), simpleNameSecurityId("USD LIBOR 2m"),
        tullettPrebonSecurityId("ASLIBUSD02L")), "USD LIBOR 2m", act360, modified, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0003M Index"), simpleNameSecurityId("USD LIBOR 3m"),
        ExternalSchemes.ricSecurityId("USD3MFSR="), tullettPrebonSecurityId("ASLIBUSD03L")),
        "USD LIBOR 3m", act360, modified, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0004M Index"), simpleNameSecurityId("USD LIBOR 4m"),
        tullettPrebonSecurityId("ASLIBUSD04L")), "USD LIBOR 4m", act360, modified, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0005M Index"), simpleNameSecurityId("USD LIBOR 5m"),
        tullettPrebonSecurityId("ASLIBUSD05L")), "USD LIBOR 5m", act360, modified, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0006M Index"), simpleNameSecurityId("USD LIBOR 6m"),
        tullettPrebonSecurityId("ASLIBUSD06L")), "USD LIBOR 6m", act360, modified, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0007M Index"), simpleNameSecurityId("USD LIBOR 7m"),
        tullettPrebonSecurityId("ASLIBUSD07L")), "USD LIBOR 7m", act360, modified, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0008M Index"), simpleNameSecurityId("USD LIBOR 8m"),
        tullettPrebonSecurityId("ASLIBUSD08L")), "USD LIBOR 8m", act360, modified, Period.ofMonths(8), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0009M Index"), simpleNameSecurityId("USD LIBOR 9m"),
        tullettPrebonSecurityId("ASLIBUSD09L")), "USD LIBOR 9m", act360, modified, Period.ofMonths(9), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0010M Index"), simpleNameSecurityId("USD LIBOR 10m"),
        tullettPrebonSecurityId("ASLIBUSD10L")), "USD LIBOR 10m", act360, modified, Period.ofMonths(10), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0011M Index"), simpleNameSecurityId("USD LIBOR 11m"),
        tullettPrebonSecurityId("ASLIBUSD11L")), "USD LIBOR 11m", act360, modified, Period.ofMonths(11), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("US0012M Index"), simpleNameSecurityId("USD LIBOR 12m"),
        tullettPrebonSecurityId("ASLIBUSD12L")), "USD LIBOR 12m", act360, modified, Period.ofMonths(12), 2, false, us);

    //TODO need to check that these are right for deposit rates
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR1T Curncy"), simpleNameSecurityId("USD DEPOSIT 1d")),
        "USD DEPOSIT 1d", act360, following, Period.ofDays(1), 0, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR2T Curncy"), simpleNameSecurityId("USD DEPOSIT 2d")),
        "USD DEPOSIT 2d", act360, following, Period.ofDays(1), 1, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR3T Curncy"), simpleNameSecurityId("USD DEPOSIT 3d")),
        "USD DEPOSIT 3d", act360, following, Period.ofDays(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR1Z Curncy"), simpleNameSecurityId("USD DEPOSIT 1w"),
        tullettPrebonSecurityId("ASDEPUSDSPT01W"), icapSecurityId("USD_1W")), "USD DEPOSIT 1w", act360, following, Period.ofDays(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR2Z Curncy"), simpleNameSecurityId("USD DEPOSIT 2w"),
        tullettPrebonSecurityId("ASDEPUSDSPT02W"), icapSecurityId("USD_2W")), "USD DEPOSIT 2w", act360, following, Period.ofDays(14), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR3Z Curncy"), simpleNameSecurityId("USD DEPOSIT 3w"),
        tullettPrebonSecurityId("ASDEPUSDSPT03W"), icapSecurityId("USD_3W")), "USD DEPOSIT 3w", act360, following, Period.ofDays(21), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRA Curncy"), simpleNameSecurityId("USD DEPOSIT 1m"),
        tullettPrebonSecurityId("ASDEPUSDSPT01M"), icapSecurityId("USD_1M")), "USD DEPOSIT 1m", act360, following, Period.ofMonths(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRB Curncy"), simpleNameSecurityId("USD DEPOSIT 2m"),
        tullettPrebonSecurityId("ASDEPUSDSPT02M"), icapSecurityId("USD_2M")), "USD DEPOSIT 2m", act360, following, Period.ofMonths(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRC Curncy"), simpleNameSecurityId("USD DEPOSIT 3m"),
        tullettPrebonSecurityId("ASDEPUSDSPT03M"), icapSecurityId("USD_3M")), "USD DEPOSIT 3m", act360, following, Period.ofMonths(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRD Curncy"), simpleNameSecurityId("USD DEPOSIT 4m"),
        tullettPrebonSecurityId("ASDEPUSDSPT04M"), icapSecurityId("USD_4M")), "USD DEPOSIT 4m", act360, following, Period.ofMonths(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRE Curncy"), simpleNameSecurityId("USD DEPOSIT 5m"),
        tullettPrebonSecurityId("ASDEPUSDSPT05M"), icapSecurityId("USD_5M")), "USD DEPOSIT 5m", act360, following, Period.ofMonths(5), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRF Curncy"), simpleNameSecurityId("USD DEPOSIT 6m"),
        tullettPrebonSecurityId("ASDEPUSDSPT06M"), icapSecurityId("USD_6M")), "USD DEPOSIT 6m", act360, following, Period.ofMonths(6), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRG Curncy"), simpleNameSecurityId("USD DEPOSIT 7m"),
        tullettPrebonSecurityId("ASDEPUSDSPT07M"), icapSecurityId("USD_7M")), "USD DEPOSIT 7m", act360, following, Period.ofMonths(7), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRH Curncy"), simpleNameSecurityId("USD DEPOSIT 8m"),
        tullettPrebonSecurityId("ASDEPUSDSPT08M"), icapSecurityId("USD_8M")), "USD DEPOSIT 8m", act360, following, Period.ofMonths(8), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRI Curncy"), simpleNameSecurityId("USD DEPOSIT 9m"),
        tullettPrebonSecurityId("ASDEPUSDSPT09M"), icapSecurityId("USD_9M")), "USD DEPOSIT 9m", act360, following, Period.ofMonths(9), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRJ Curncy"), simpleNameSecurityId("USD DEPOSIT 10m"),
        tullettPrebonSecurityId("ASDEPUSDSPT10M"), icapSecurityId("USD_10M")), "USD DEPOSIT 10m", act360, following, Period.ofMonths(10), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDRK Curncy"), simpleNameSecurityId("USD DEPOSIT 11m"),
        tullettPrebonSecurityId("ASDEPUSDSPT11M"), icapSecurityId("USD_11M")), "USD DEPOSIT 11m", act360, following, Period.ofMonths(11), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR1 Curncy"), simpleNameSecurityId("USD DEPOSIT 1y"),
        tullettPrebonSecurityId("ASDEPUSDSPT12M"), icapSecurityId("USD_12M")), "USD DEPOSIT 1y", act360, following, Period.ofYears(1), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR2 Curncy"), simpleNameSecurityId("USD DEPOSIT 2y")),
        "USD DEPOSIT 2y", act360, following, Period.ofYears(2), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR3 Curncy"), simpleNameSecurityId("USD DEPOSIT 3y")),
        "USD DEPOSIT 3y", act360, following, Period.ofYears(3), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR4 Curncy"), simpleNameSecurityId("USD DEPOSIT 4y")),
        "USD DEPOSIT 4y", act360, following, Period.ofYears(4), 2, false, us);
    utils.addConventionBundle(ExternalIdBundle.of(bloombergTickerSecurityId("USDR5 Curncy"), simpleNameSecurityId("USD DEPOSIT 5y")),
        "USD DEPOSIT 5y", act360, following, Period.ofYears(5), 2, false, us);

    //TODO with improvement in settlement days definition (i.e. including holiday and adjustment) change this
    // should be 2, LON, following
    // holiday for swap should be NY+LON

    final DayCount swapFixedDayCount = thirty360;
    final BusinessDayConvention swapFixedBusinessDay = modified;
    final Frequency swapFixedPaymentFrequency = semiAnnual;
    final DayCount swapFloatDayCount = act360;
    final BusinessDayConvention swapFloatBusinessDay = modified;
    final Frequency swapFloatPaymentFrequency = quarterly;

    utils.addConventionBundle(ExternalIdBundle.of(simpleNameSecurityId("USD_SWAP")), "USD_SWAP", swapFixedDayCount, swapFixedBusinessDay,
        swapFixedPaymentFrequency, 2, usgb, swapFloatDayCount, swapFloatBusinessDay, swapFloatPaymentFrequency, 2, simpleNameSecurityId("USD LIBOR 3m"),
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    @Override
    public IborIndex buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final Currency currency = Currency.of(message.getString(CURRENCY_FIELD));
      final int spotLag = message.getInt(SPOT_LAG_FIELD);
      final DayCount dayCount = DayCountFactory.INSTANCE.getDayCount(message.getString(DAY_COUNT_FIELD));
      final BusinessDayConvention businessDayConvention = BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention(message.getString(BUSINESS_DAY_CONVENTION_FIELD));
      final boolean isEOM = message.getBoolean(EOM_FIELD);
      final Period tenor = Period.parse(message.getString(TENOR_FIELD));
      final String name = message.getString(NAME_FIELD);
      return new IborIndex(currency, tenor, spotLag, dayCount, businessDayConvention, isEOM, name);
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    @Override
    public IndexON buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final String name = message.getString(NAME_FIELD);
      final Currency currency = Currency.of(message.getString(CURRENCY_FIELD));
      final DayCount dayCount = DayCountFactory.INSTANCE.getDayCount(message.getString(DAY_COUNT_FIELD));
      final int publicationLag = message.getInt(PUBLICATION_LAG_FIELD);
      return new IndexON(name, currency, dayCount, publicationLag);
    }
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