Package org.threeten.bp

Examples of org.threeten.bp.Clock


  }

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
                                    final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ConventionSource conventionSource = OpenGammaExecutionContext.getConventionSource(executionContext);

    final CurveSpecification specification = (CurveSpecification) inputs.getValue(ValueRequirementNames.CURVE_SPECIFICATION);
View Full Code Here


  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) {
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Currency currency = FinancialSecurityUtils.getCurrency(security);
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final LocalDate localNow = now.toLocalDate();
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
    final HistoricalTimeSeriesBundle timeSeries = HistoricalTimeSeriesFunctionUtils.getHistoricalTimeSeriesInputs(executionContext, inputs);
View Full Code Here

    _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 payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
    final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
    if (now.isAfter(security.accept(ForexVisitors.getExpiryVisitor()))) {
View Full Code Here

    super(ValueRequirementNames.VALUE_THETA);
  }

  @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 payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
    final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
    if (now.isAfter(security.accept(ForexVisitors.getExpiryVisitor()))) {
View Full Code Here

public class EquityVarianceSwapPureLocalVolPVFunction extends EquityVarianceSwapFunction {

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
    final EquityVarianceSwapDefinition definition = security.accept(getConverter());
    final Object spotObject = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
View Full Code Here

      }

      @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 ValueRequirement desiredValue = desiredValues.iterator().next();
        final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
        final UnorderedCurrencyPair currencyPair = UnorderedCurrencyPair.of(target.getUniqueId());
        final FXForwardCurveDefinition definition = curveDefinitionSource.getDefinition(curveName, currencyPair.toString());
View Full Code Here

    _definitionConverter = new FixedIncomeConverterDataProvider(conventionSource, timeSeriesResolver);
  }

  @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 ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final String absoluteToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_ABSOLUTE_TOLERANCE);
    final String relativeToleranceName = desiredValue.getConstraint(PROPERTY_ROOT_FINDER_RELATIVE_TOLERANCE);
View Full Code Here

  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
      final Set<ValueRequirement> desiredValues) {
    final FinancialSecurity security = (FinancialSecurity) target.getSecurity();
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final String curveName = desiredValue.getConstraint(ValuePropertyNames.CURVE);
    final String currency = FinancialSecurityUtils.getCurrency(security).getCode();
    final String fullCurveName = curveName + "_" + currency;
View Full Code Here

    super(ValueRequirementNames.VALUE_THETA);
  }

  @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

  }

  private Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final ComputationTargetSpecification targetSpec, final String curveName,
      final InterpolatedYieldCurveSpecificationWithSecurities specificationWithSecurities, final SnapshotDataBundle marketData, final HistoricalTimeSeriesBundle timeSeries,
      final boolean createYieldCurve, final boolean createJacobian, final boolean createSensitivities) {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final List<InstrumentDerivative> derivatives = new ArrayList<>();
    final int n = specificationWithSecurities.getStrips().size();
    final double[] initialRatesGuess = new double[n];
    final double[] nodeTimes = new double[n];
View Full Code Here

TOP

Related Classes of org.threeten.bp.Clock

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.