Package org.threeten.bp

Examples of org.threeten.bp.Clock

70
71
72
73
74
75
76
77
78
79
80
    _usrMaster = null;
  }

  //-------------------------------------------------------------------------
  protected ObjectId setupTestData(Instant now) {
    Clock origClock = _usrMaster.getClock();
    try {
      _usrMaster.setClock(Clock.fixed(now, ZoneOffset.UTC));

      final ExternalIdBundle bundle = ExternalIdBundle.of("B", "B0");
      ManageableOGUser user = new ManageableOGUser("initial");
View Full Code Here
206
207
208
209
210
211
212
213
    assertNotNull(hts);
    assertEquals(getLatestWeekDay(), hts.getLatestTime());
  }
 
  private LocalDate getLatestWeekDay() {
    Clock clock = Clock.systemUTC();
    return DateUtils.previousWeekDay(LocalDate.now(clock).plusDays(1));
  }
View Full Code Here
163
164
165
166
167
168
169
170
171
172
173
        // that ultimately in OG-LiveData normalization and pull out the OGRate key rather than
        // the crazy IndicativeValue name.
        final FixedIncomeStripIdentifierAndMaturityBuilder builder = new FixedIncomeStripIdentifierAndMaturityBuilder(OpenGammaExecutionContext.getRegionSource(executionContext),
            OpenGammaExecutionContext.getConventionBundleSource(executionContext), executionContext.getSecuritySource(), OpenGammaExecutionContext.getHolidaySource(executionContext));
        final InterpolatedYieldCurveSpecificationWithSecurities specWithSecurities = builder.resolveToSecurity(specification, marketData);
        final Clock snapshotClock = executionContext.getValuationClock();
        final ZonedDateTime today = ZonedDateTime.now(snapshotClock); // TODO: change to times
        final Map<Double, Double> timeInYearsToRates = new TreeMap<Double, Double>();
        boolean isFirst = true;
        for (final FixedIncomeStripWithSecurity strip : specWithSecurities.getStrips()) {
          Double price = marketData.getDataPoint(strip.getSecurityIdentifier());
View Full Code Here
90
91
92
93
94
95
96
97
98
99
100
    }
    if (surfaceQuoteUnits == null) {
      throw new OpenGammaRuntimeException("Could not get surface quote units");
    }

    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueProperties surfaceProperties = ValueProperties.builder()
        .with(ValuePropertyNames.SURFACE, surfaceName)
        .with(InstrumentTypeProperties.PROPERTY_SURFACE_INSTRUMENT_TYPE, InstrumentTypeProperties.IR_FUTURE_OPTION)
        .with(SurfaceAndCubePropertyNames.PROPERTY_SURFACE_QUOTE_TYPE, surfaceQuoteType)
View Full Code Here
95
96
97
98
99
100
101
102
103
104
105
    _results = Collections.singleton(_result);
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final Object volatilitySurfaceDataObject = inputs.getValue(_requirement);
    if (volatilitySurfaceDataObject == null) {
      throw new OpenGammaRuntimeException("Could not get " + _requirement);
    }
View Full Code Here
84
85
86
87
88
89
90
91
92
93
94
  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final Currency currency = FinancialSecurityUtils.getCurrency(position.getSecurity());
    final String currencyString = currency.getCode();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final ValueProperties constraints = desiredValue.getConstraints();
View Full Code Here
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final Position position = target.getPosition();
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final String currency = FinancialSecurityUtils.getCurrency(position.getSecurity()).getCode();
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final ValueProperties constraints = desiredValue.getConstraints();
    final String desiredCurrency;
    final Set<String> desiredCurrencies = constraints.getValues(ValuePropertyNames.CURRENCY);
    if (desiredCurrencies != null && !desiredCurrencies.isEmpty()) {
      desiredCurrency = Iterables.getOnlyElement(desiredCurrencies);
    } else {
      desiredCurrency = currency;
    }
    final Period samplingPeriod = getSamplingPeriod(desiredValue.getConstraint(ValuePropertyNames.SAMPLING_PERIOD));
    final LocalDate startDate = now.minus(samplingPeriod);
    final Schedule scheduleCalculator = getScheduleCalculator(desiredValue.getConstraint(ValuePropertyNames.SCHEDULE_CALCULATOR));
    final TimeSeriesSamplingFunction samplingFunction = getSamplingFunction(desiredValue.getConstraint(ValuePropertyNames.SAMPLING_FUNCTION));
    final LocalDate[] schedule = HOLIDAY_REMOVER.getStrippedSchedule(scheduleCalculator.getSchedule(startDate, now, true, false), WEEKEND_CALENDAR);
    final ConfigSource configSource = OpenGammaExecutionContext.getConfigSource(executionContext);
    final CreditSecurityToIdentifierVisitor identifierVisitor = new CreditSecurityToIdentifierVisitor(OpenGammaExecutionContext.getSecuritySource(executionContext));
    final FinancialSecurity security = (FinancialSecurity) target.getPosition().getSecurity();
    final String spreadCurveName = security.accept(identifierVisitor).getUniqueId().getValue();
    //TODO
    final String curveName = getCurvePrefix() + "_" + spreadCurveName;
    final CurveSpecification curveSpecification = CurveUtils.getCurveSpecification(snapshotClock.instant(), configSource, now, curveName);
    DoubleTimeSeries<?> fxSeries = null;
    boolean isInverse = true;
    if (!desiredCurrency.equals(currency)) {
      final Object fxSeriesObject = inputs.getValue(ValueRequirementNames.HISTORICAL_FX_TIME_SERIES);
      if (fxSeriesObject == null) {
View Full Code Here
72
73
74
75
76
77
78
79
80
81
82
    _valueRequirementName = valueRequirementName;
  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency putCurrency = security.accept(ForexVisitors.getPutCurrencyVisitor());
    final Currency callCurrency = security.accept(ForexVisitors.getCallCurrencyVisitor());
    final ValueRequirement desiredValue = desiredValues.iterator().next();
View Full Code Here
90
91
92
93
94
95
96
97
98
99
100
        currency = newCurrency;
      }
    }
    final Position position = target.getPosition();
    final ComputationTargetSpecification positionSpec = target.toSpecification();
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final Set<String> samplingPeriodName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
    final Set<String> scheduleCalculatorName = desiredValue.getConstraints().getValues(ValuePropertyNames.SCHEDULE_CALCULATOR);
    final Set<String> samplingFunctionName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_FUNCTION);
View Full Code Here
65
66
67
68
69
70
71
72
73
74
75
  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final Position position = target.getPosition();
    final FXFutureSecurity security = (FXFutureSecurity) position.getSecurity();
    final Clock snapshotClock = executionContext.getValuationClock();
    final LocalDate now = ZonedDateTime.now(snapshotClock).toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final Set<String> samplingPeriodName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_PERIOD);
    final Set<String> scheduleCalculatorName = desiredValue.getConstraints().getValues(ValuePropertyNames.SCHEDULE_CALCULATOR);
    final Set<String> samplingFunctionName = desiredValue.getConstraints().getValues(ValuePropertyNames.SAMPLING_FUNCTION);
View Full Code Here
TOP

Related Classes of org.threeten.bp.Clock

  • com.opengamma.financial.analytics.model.curve.future.EquityFuturePriceCurveFunction
  • com.opengamma.financial.analytics.model.curve.interestrate.MarketInstrumentImpliedYieldCurveFunction
  • com.opengamma.financial.analytics.model.horizon.FXForwardConstantSpreadThetaFunction
  • com.opengamma.financial.analytics.model.pnl.FXOptionBlackVegaPnLFunction$Compiled
  • com.opengamma.masterdb.config.ModifyConfigDbConfigMasterWorkerReplaceAllVersionsTest
  • com.opengamma.masterdb.config.ModifyConfigDbConfigMasterWorkerReplaceVersionsTest
  • com.opengamma.masterdb.config.ModifyConfigDbConfigMasterWorkerReplaceVersionTest
  • com.opengamma.masterdb.exchange.ModifyExchangeDbExchangeMasterWorkerReplaceAllVersionsTest
  • com.opengamma.masterdb.exchange.ModifyExchangeDbExchangeMasterWorkerReplaceVersionsTest
  • com.opengamma.masterdb.exchange.ModifyExchangeDbExchangeMasterWorkerReplaceVersionTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.