Package com.opengamma.util.time

Examples of com.opengamma.util.time.Tenor

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    final double[] deltas = new double[nDeltas];
    final double[] atms = new double[nExpiries];
    final double[][] riskReversals = new double[nDeltas][nExpiries];
    final double[][] strangle = new double[nDeltas][nExpiries];
    for (int i = 0; i < nExpiries; i++) {
      final Tenor tenor = tenors[i];
      final double t = getTime(tenor);
      final Double atm = fxVolatilitySurface.getVolatility(tenor, ObjectsPair.of(deltaValues[0], FXVolQuoteType.ATM));
      if (atm == null) {
        throw new OpenGammaRuntimeException("Could not get ATM volatility data for surface");
      }
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    final double[] deltas = new double[nDeltas];
    final double[] atms = new double[nExpiries];
    final double[][] riskReversals = new double[nDeltas][nExpiries];
    final double[][] strangle = new double[nDeltas][nExpiries];
    for (int i = 0; i < nExpiries; i++) {
      final Tenor tenor = tenors[i];
      final double t = getTime(tenor);
      final Double atm = fxVolatilitySurface.getVolatility(tenor, ObjectsPair.of(deltaValues[0], FXVolQuoteType.ATM));
      if (atm == null) {
        throw new OpenGammaRuntimeException("Could not get ATM volatility data for surface");
      }
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      return getDefaultBuckets(now);
    }
    final List<ZonedDateTime> dates = new ArrayList<>();
    for (final String tenorOrDate : inputs.split(",")) {
      if (tenorOrDate.startsWith("P")) { // tenor
        final Tenor tenor = Tenor.of(Period.parse(tenorOrDate));
        dates.add(IMMDateGenerator.getNextIMMDate(now, tenor));
      } else { // date
        final LocalDate date = LocalDate.parse(tenorOrDate);
        dates.add(date.atStartOfDay(now.getZone()));
      }
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      return BUCKET_TENORS.toArray(new Tenor[BUCKET_TENORS.size()]);
    }
    final List<Tenor> tenors = new ArrayList<>();
    for (final String tenorOrDate : inputs.split(",")) {
      if (tenorOrDate.startsWith("P")) { // tenor
        final Tenor tenor = new Tenor(Period.parse(tenorOrDate));
        tenors.add(tenor);
      } else { // date
        throw new OpenGammaRuntimeException("Unsupported");
      }
    }
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