Examples of org.threeten.bp.Period

org.threeten.bp.Period
A date-based amount of time, such as '2 years, 3 months and 4 days'.
This class models a quantity or amount of time in terms of years, months and days. See {@link Duration} for the time-based equivalent to this class.
Durations and period differ in their treatment of daylight savings time when added to {@link ZonedDateTime}. A {@code Duration} will add an exactnumber of seconds, thus a duration of one day is always exactly 24 hours. By contrast, a {@code Period} will add a conceptual day, trying to maintainthe local time.
For example, consider adding a period of one day and a duration of one day to 18:00 on the evening before a daylight savings gap. The {@code Period} will addthe conceptual day and result in a {@code ZonedDateTime} at 18:00 the following day.By contrast, the {@code Duration} will add exactly 24 hours, resulting in a{@code ZonedDateTime} at 19:00 the following day (assuming a one hour DST gap).
The supported units of a period are {@link ChronoUnit#YEARS YEARS}, {@link ChronoUnit#MONTHS MONTHS} and {@link ChronoUnit#DAYS DAYS}. All three fields are always present, but may be set to zero.
The period may be used with any calendar system. The meaning of a "year" or "month" is only applied when the object is added to a date.
The period is modeled as a directed amount of time, meaning that individual parts of the period may be negative.
The months and years fields may be {@linkplain #normalized() normalized}. The normalization assumes a 12 month year, so is not appropriate for all calendar systems.
Specification for implementors
This class is immutable and thread-safe.

    final ConventionBundle iborIndexConvention = _conventionSource.getConventionBundle(iborLeg.getFloatingReferenceRateId());
    if (iborIndexConvention == null) {
      throw new OpenGammaRuntimeException("Could not get Ibor index convention for " + currency + " using " + iborLeg.getFloatingReferenceRateId());
    }
    final Frequency freqIbor = iborLeg.getFrequency();
    final Period tenorIbor = getTenor(freqIbor);
    final IborIndex iborIndex = new IborIndex(currency, tenorIbor, iborIndexConvention.getSettlementDays(), iborIndexConvention.getDayCount(),
        iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isEOMConvention());
    final double iborLegNotional = ((InterestRateNotional) iborLeg.getNotional()).getAmount();
    final double spread = iborLeg.getSpread();
    return AnnuityCouponIborSpreadDefinition.from(effectiveDate, maturityDate, tenorIbor, iborLegNotional, iborIndex, isPayer, iborLeg.getBusinessDayConvention(), iborLeg.isEom(),

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    final ConventionBundle iborIndexConvention = _conventionSource.getConventionBundle(iborLeg.getFloatingReferenceRateId());
    if (iborIndexConvention == null) {
      throw new OpenGammaRuntimeException("Could not get Ibor index convention for " + currency + " using " + iborLeg.getFloatingReferenceRateId());
    }
    final Frequency freqIbor = iborLeg.getFrequency();
    final Period tenorIbor = getTenor(freqIbor);
    final IborIndex iborIndex = new IborIndex(currency, tenorIbor, iborIndexConvention.getSettlementDays(), iborIndexConvention.getDayCount(),
        iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isEOMConvention());
    final double iborLegNotional = ((InterestRateNotional) iborLeg.getNotional()).getAmount();
    return AnnuityCouponIborDefinition.from(effectiveDate, maturityDate, tenorIbor, iborLegNotional, iborIndex, isPayer, iborLeg.getBusinessDayConvention(), iborLeg.isEom(), iborLeg.getDayCount(),
        calendar);

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    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());
    final GeneratorSwapFixedIbor generator = new GeneratorSwapFixedIbor("", fixedLegConvention.getPaymentTenor().getPeriod(), fixedLegConvention.getDayCount(), iborIndex, calendar);
    final SwapFixedIborDefinition underlying = SwapFixedIborDefinition.from(deliveryDate, maturityTenor.getPeriod(), generator, notional, 0.0, false); //FIXME: rate of underlying?
    final SwapFuturesPriceDeliverableSecurityDefinition securityDefinition = new SwapFuturesPriceDeliverableSecurityDefinition(lastTradeDate, underlying, notional);

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  private AnnuityCouponCMSDefinition getCMSwapLegDefinition(final ZonedDateTime effectiveDate, final ZonedDateTime maturityDate, final FloatingInterestRateLeg floatLeg, final Calendar calendar,
      final Currency currency, final boolean isPayer) {
    final double notional = ((InterestRateNotional) floatLeg.getNotional()).getAmount();
    final Frequency freq = floatLeg.getFrequency();
    // FIXME: convert frequency to period in a better way
    final Period tenorPayment = getTenor(freq);
    final ConventionBundle swapIndexConvention = _conventionSource.getConventionBundle(floatLeg.getFloatingReferenceRateId());
    if (swapIndexConvention == null) {
      throw new OpenGammaRuntimeException("Could not get swap index convention for " + floatLeg.getFloatingReferenceRateId().toString());
    }
    final ConventionBundle iborIndexConvention = _conventionSource.getConventionBundle(swapIndexConvention.getSwapFloatingLegInitialRate());
    if (iborIndexConvention == null) {
      throw new OpenGammaRuntimeException("Could not get ibor index convention for " + swapIndexConvention.getSwapFloatingLegInitialRate());
    }
    final IborIndex iborIndex = new IborIndex(currency, tenorPayment, iborIndexConvention.getSettlementDays(), iborIndexConvention.getDayCount(),
        iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isEOMConvention());
    final Period fixedLegPaymentPeriod = getTenor(swapIndexConvention.getSwapFixedLegFrequency());
    final IndexSwap swapIndex = new IndexSwap(fixedLegPaymentPeriod, swapIndexConvention.getSwapFixedLegDayCount(), iborIndex, swapIndexConvention.getPeriod(), calendar);
    return AnnuityCouponCMSDefinition.from(effectiveDate, maturityDate, notional, swapIndex, tenorPayment, floatLeg.getDayCount(), isPayer, calendar);
  }

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        final FloatingInterestRateLeg legFloat = (FloatingInterestRateLeg) swapLeg[loopleg];
        final ConventionBundle iborIndexConvention = _conventionSource.getConventionBundle(legFloat.getFloatingReferenceRateId());
        if (iborIndexConvention == null) {
          throw new OpenGammaRuntimeException("Could not get Ibor index convention for " + currency[0] + " using " + legFloat.getFloatingReferenceRateId());
        }
        final Period tenorIbor = iborIndexConvention.getPeriod();
        final IborIndex iborIndex = new IborIndex(currency[loopleg], tenorIbor, iborIndexConvention.getSettlementDays(), iborIndexConvention.getDayCount(),
            iborIndexConvention.getBusinessDayConvention(), iborIndexConvention.isEOMConvention());
        legDefinition.add(AnnuityDefinitionBuilder.annuityIborSpreadWithNotionalFrom(settlementDate, maturityDate, notional[loopleg], iborIndex, spread, payer[loopleg], calendar[loopleg]));
      } else {
        if (swapLeg[loopleg] instanceof FixedInterestRateLeg) { // Leg is Fixed
          final FixedInterestRateLeg legFixed = (FixedInterestRateLeg) swapLeg[loopleg];
          final BusinessDayConvention businessDay = legFixed.getBusinessDayConvention();
          if (businessDay == null) {
            throw new OpenGammaRuntimeException("Could not get Business Day for " + legFixed);
          }
          final boolean isEOM = legFixed.isEom();
          final Frequency freqFixed = legFixed.getFrequency();
          final Period tenorFixed = getTenor(freqFixed);
          legDefinition.add(AnnuityDefinitionBuilder.annuityCouponFixedWithNotional(currency[loopleg], settlementDate, maturityDate, tenorFixed,
              calendar[loopleg], legFixed.getDayCount(), businessDay, isEOM, notional[loopleg], legFixed.getRate(), payer[loopleg]));
        } else {
          throw new OpenGammaRuntimeException("X Ccy Swap legs should be Fixed or Floating legs");
        }

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    final BusinessDayConvention businessDayConvention = convention.getBusinessDayConvention();
    final boolean eomLeg = convention.isIsEOM();
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg, swapNode.getStartTenor().getPeriod(), businessDayConvention, calendar, eomLeg);
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final StubType stub = convention.getStubType();
    final ZonedDateTime maturityDate = startDate.plus(maturityTenor);
    final Period paymentPeriod = convention.getPaymentTenor().getPeriod();
    return AnnuityCouponFixedDefinition.from(currency, startDate, maturityDate, paymentPeriod, calendar, dayCount, businessDayConvention, eomLeg, 1, rate, isPayer, stub);        
  }

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    final Currency currency = indexConvention.getCurrency();
    final DayCount dayCount = indexConvention.getDayCount();
    final BusinessDayConvention businessDayConvention = indexConvention.getBusinessDayConvention();
    final boolean eomIndex = indexConvention.isIsEOM();
    final boolean eomLeg = convention.isIsEOM();
    final Period indexTenor = convention.getResetTenor().getPeriod();
    final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, indexConvention.getFixingCalendar());
    final int spotLag = indexConvention.getSettlementDays();
    final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLag, dayCount, businessDayConvention, eomIndex, indexConvention.getName());
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg, swapNode.getStartTenor().getPeriod(), businessDayConvention, calendar, eomLeg);
    final StubType stub = convention.getStubType();
    final boolean eom = convention.isIsEOM();

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    final Currency currency = indexConvention.getCurrency();
    final DayCount dayCount = indexConvention.getDayCount();
    final BusinessDayConvention businessDayConvention = indexConvention.getBusinessDayConvention();
    final boolean eomIndex = indexConvention.isIsEOM();
    final boolean eomLeg = convention.isIsEOM();
    final Period indexTenor = convention.getCompositionTenor().getPeriod();
    final Period paymentTenor = convention.getPaymentTenor().getPeriod();
    final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, indexConvention.getFixingCalendar());
    final int spotLag = indexConvention.getSettlementDays();
    final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLag, dayCount, businessDayConvention, eomIndex, indexConvention.getName());
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg, swapNode.getStartTenor().getPeriod(), businessDayConvention, calendar, eomLeg);
    final StubType stubLeg = convention.getStubTypeLeg();
    final StubType stubComp = convention.getStubTypeCompound();

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    final DayCount dayCount = indexConvention.getDayCount();
    final int publicationLag = indexConvention.getPublicationLag();
    final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, indexConvention.getRegionCalendar());
    final int spotLagLeg = convention.getSettlementDays();
    final ZonedDateTime spotDateLeg = ScheduleCalculator.getAdjustedDate(_valuationTime, spotLagLeg, calendar);
    final Period maturityTenor = swapNode.getMaturityTenor().getPeriod();
    final IndexON indexON = new IndexON(indexConvention.getName(), currency, dayCount, publicationLag);
    final Period paymentPeriod = convention.getPaymentTenor().getPeriod();
    final boolean eomLeg = convention.isIsEOM();
    final BusinessDayConvention businessDayConvention = convention.getBusinessDayConvention();
    final int paymentLag = convention.getPaymentLag();
    final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDateLeg, swapNode.getStartTenor().getPeriod(), businessDayConvention, calendar, eomLeg);
    final StubType stub = convention.getStubType();

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      return d1.compareTo(d2); //TOLERANCE == 1ns => this degenerate case
    }
    if (d1.equals(d2)) {
      return 0;
    }
    final Period dLow = d1.getPeriod().minus(tolerance);
    final Period deltaLow = d2.getPeriod().minus(dLow);
    if (deltaLow.isNegative()) {
      return -1;
    }
    final Period dHigh = d1.getPeriod().plus(tolerance);
    final Period deltaHigh = dHigh.minus(d2.getPeriod());
    if (deltaHigh.isNegative()) {
      return 1;
    }
    return 0;
  }

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Examples of org.threeten.bp.Period

Specification for implementors

Related Classes of org.threeten.bp.Period