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 Double rate = _marketData.getDataPoint(_dataId);
    if (rate == null) {
      throw new OpenGammaRuntimeException("Could not get market data for " + _dataId);
    }
    final Period startPeriod = cashNode.getStartTenor().getPeriod();
    final Period maturityPeriod = cashNode.getMaturityTenor().getPeriod();
    if (convention instanceof DepositConvention) {
      final DepositConvention depositConvention = (DepositConvention) convention;
      final Currency currency = depositConvention.getCurrency();
      final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, depositConvention.getRegionCalendar());
      final BusinessDayConvention businessDayConvention = depositConvention.getBusinessDayConvention();
      final boolean isEOM = depositConvention.isIsEOM();
      final DayCount dayCount = depositConvention.getDayCount();
      final int settlementDays = depositConvention.getSettlementDays();
      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);
      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate, startPeriod, businessDayConvention, calendar, isEOM);
      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, maturityPeriod, businessDayConvention, calendar, isEOM);
      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);
      return new CashDefinition(currency, startDate, endDate, 1, rate, accrualFactor);
    } else if (convention instanceof IborIndexConvention) {
      final IborIndexConvention iborConvention = (IborIndexConvention) convention;
      final Currency currency = iborConvention.getCurrency();
      final Calendar calendar = CalendarUtils.getCalendar(_regionSource, _holidaySource, iborConvention.getRegionCalendar());
      final BusinessDayConvention businessDayConvention = iborConvention.getBusinessDayConvention();
      final boolean isEOM = iborConvention.isIsEOM();
      final DayCount dayCount = iborConvention.getDayCount();
      final int settlementDays = iborConvention.getSettlementDays();
      final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(_valuationTime, settlementDays, calendar);
      final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(spotDate, startPeriod, businessDayConvention, calendar, isEOM);
      final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, maturityPeriod, businessDayConvention, calendar, isEOM);
      final double accrualFactor = dayCount.getDayCountFraction(startDate, endDate);
      final int spotLag = iborConvention.getSettlementDays();
      final boolean eom = iborConvention.isIsEOM();
      final long months = maturityPeriod.toTotalMonths() - startPeriod.toTotalMonths();
      final Period indexTenor = Period.ofMonths((int) months);
      final IborIndex iborIndex = new IborIndex(currency, indexTenor, spotLag, dayCount, businessDayConvention, eom, convention.getName());
      return new DepositIborDefinition(currency, startDate, endDate, 1, rate, accrualFactor, iborIndex);
    } else {
      throw new OpenGammaRuntimeException("Could not handle convention of type " + convention.getClass());
    }

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  @Test
  /**
   * Tests the adjusted dates shifted by a number of days. Reviewed 13-Dec-2011.
   */
  public void adjustedDatesPeriod() {
    final Period m1 = Period.ofMonths(1);
    final Period m2 = Period.ofMonths(2);
    final Period m3 = Period.ofMonths(3);
    final Period m6 = Period.ofMonths(6);
    final ZonedDateTime stdStart = DateUtils.getUTCDate(2011, 11, 15); //1m
    final ZonedDateTime stdEnd = DateUtils.getUTCDate(2011, 12, 15);
    assertEquals("Adjusted date", stdEnd, ScheduleCalculator.getAdjustedDate(stdStart, m1, MOD_FOL, CALENDAR));
    assertEquals("Adjusted date", stdEnd, ScheduleCalculator.getAdjustedDate(stdStart, m1, MOD_FOL, CALENDAR, true));
    assertEquals("Adjusted date", stdEnd, ScheduleCalculator.getAdjustedDate(stdStart, m1, MOD_FOL, CALENDAR, false));

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  @Test
  /**
   * Tests the unadjusted date schedule. Reviewed 19-Jan-2012.
   */
  public void unadjustedDateSchedule() {
    final Period m6 = Period.ofMonths(6);
    final Period m15 = Period.ofMonths(15);
    final Period m30 = Period.ofMonths(30);
    final Period y1 = Period.ofYears(1);
    final Period y2 = Period.ofYears(2);
    final ZonedDateTime midMonth = DateUtils.getUTCDate(2012, 1, 19);
    final ZonedDateTime monthEndDec = DateUtils.getUTCDate(2011, 12, 31);
    final ZonedDateTime monthEndJan = DateUtils.getUTCDate(2012, 1, 31);
    final ZonedDateTime monthEndFeb = DateUtils.getUTCDate(2012, 2, 29);
    final ZonedDateTime[] scheduleMidMonth2Y = ScheduleCalculator.getUnadjustedDateSchedule(midMonth, midMonth.plus(y2), m6, false, false);

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  @Test
  /**
   * Tests the adjusted date schedule. Reviewed 23-Jan-2012.
   */
  public void adjustedDateSchedule1() {
    final Period m6 = Period.ofMonths(6);
    final Period y2 = Period.ofYears(2);
    final Period y3 = Period.ofYears(3);
    final ZonedDateTime midMonth = DateUtils.getUTCDate(2012, 1, 19);
    final ZonedDateTime monthEndMarch = DateUtils.getUTCDate(2012, 3, 30);
    final ZonedDateTime[] midMonthUnadjusted = ScheduleCalculator.getUnadjustedDateSchedule(midMonth, midMonth.plus(y2), m6, false, false);
    final ZonedDateTime[] midMonthModFol = ScheduleCalculator.getAdjustedDateSchedule(midMonthUnadjusted, MOD_FOL, CALENDAR, false);
    final ZonedDateTime[] midMonthModFolExpected = new ZonedDateTime[] {DateUtils.getUTCDate(2012, 7, 19), DateUtils.getUTCDate(2013, 1, 21), DateUtils.getUTCDate(2013, 7, 19),

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  @Test
  /**
   * Tests the adjusted date schedule. Reviewed 22-Feb-2012.
   */
  public void adjustedDateSchedule2() {
    final Period m6 = Period.ofMonths(6);
    final Frequency semi = PeriodFrequency.SEMI_ANNUAL;
    final Period y5 = Period.ofYears(5);
    final ZonedDateTime midMonth = DateUtils.getUTCDate(2012, 1, 19);
    final ZonedDateTime[] midMonthUnadjusted = ScheduleCalculator.getUnadjustedDateSchedule(midMonth, midMonth.plus(y5), m6, false, false);
    final ZonedDateTime[] midMonthModFolExpected = ScheduleCalculator.getAdjustedDateSchedule(midMonthUnadjusted, MOD_FOL, CALENDAR, false);
    final ZonedDateTime[] midMonthModFolDate = ScheduleCalculator.getAdjustedDateSchedule(midMonth, midMonth.plus(y5), m6, false, false, MOD_FOL, CALENDAR, false);
    assertArrayEquals("Adjusted schedule", midMonthModFolExpected, midMonthModFolDate);

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    // End-of-month
    final ZonedDateTime settlementDateEOM = DateUtils.getUTCDate(2011, 2, 28);
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(settlementDateEOM, ANNUITY_TENOR, PAYMENT_TENOR, MOD_FOL, CALENDAR, IS_EOM, SHORT_STUB),
        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 8, 31), DateUtils.getUTCDate(2012, 2, 29), DateUtils.getUTCDate(2012, 8, 31), DateUtils.getUTCDate(2013, 2, 28) });
    // Stub: short-last
    final Period tenorLong = Period.ofMonths(27);
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(SETTLEMENT_DATE, tenorLong, PAYMENT_TENOR, MOD_FOL, CALENDAR, IS_EOM, SHORT_STUB),
        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 9, 19), DateUtils.getUTCDate(2012, 3, 19), DateUtils.getUTCDate(2012, 9, 17), DateUtils.getUTCDate(2013, 3, 18),
          DateUtils.getUTCDate(2013, 6, 17) });
    // Stub: long-last
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(SETTLEMENT_DATE, tenorLong, PAYMENT_TENOR, MOD_FOL, CALENDAR, IS_EOM, !SHORT_STUB),
        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 9, 19), DateUtils.getUTCDate(2012, 3, 19), DateUtils.getUTCDate(2012, 9, 17), DateUtils.getUTCDate(2013, 6, 17) });
    // Stub: very short period: short stub.
    final Period tenorVeryShort = Period.ofMonths(3);
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(SETTLEMENT_DATE, tenorVeryShort, PAYMENT_TENOR, MOD_FOL, CALENDAR, IS_EOM, SHORT_STUB),
        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 6, 17) });
    // Stub: very short period: long stub.
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(SETTLEMENT_DATE, tenorVeryShort, PAYMENT_TENOR, MOD_FOL, CALENDAR, IS_EOM, !SHORT_STUB),
        new ZonedDateTime[] {DateUtils.getUTCDate(2011, 6, 17) });

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    }
    if (convention.getBondSettlementDays(firstAccrualDate, maturityDate) == null) {
      throw new OpenGammaRuntimeException("Could not get bond settlement days from " + conventionName);
    }
    final int settlementDays = convention.getBondSettlementDays(firstAccrualDate, maturityDate);
    final Period paymentPeriod = getTenor(security.getCouponFrequency());
    final ZonedDateTime firstCouponDate = ZonedDateTime.of(security.getFirstCouponDate().toLocalDate().atStartOfDay(), zone);
    return BondFixedSecurityDefinition.from(currency, firstAccrualDate, firstCouponDate, maturityDate, paymentPeriod, rate, settlementDays, calendar, dayCount, businessDay,
        yieldConvention, isEOM, security.getIssuerName());
  }

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    final ValueRequirement desiredValue = desiredValues.iterator().next();
    final ValueProperties constraints = desiredValue.getConstraints();
    final String surfaceName = getPropertyName(constraints.getValues(ValuePropertyNames.SURFACE));
    final String curveCalculationConfigName = desiredValue.getConstraint(ValuePropertyNames.CURVE_CALCULATION_CONFIG);
    final Set<String> yieldCurveNames = constraints.getValues(ValuePropertyNames.CURVE);
    final Period samplingPeriod = getSamplingPeriod(constraints.getValues(ValuePropertyNames.SAMPLING_PERIOD));
    final LocalDate startDate = now.minus(samplingPeriod);
    final Schedule scheduleCalculator = getScheduleCalculator(constraints.getValues(ValuePropertyNames.SCHEDULE_CALCULATOR));
    final TimeSeriesSamplingFunction samplingFunction = getSamplingFunction(constraints.getValues(ValuePropertyNames.SAMPLING_FUNCTION));
    final LocalDate[] schedule = HOLIDAY_REMOVER.getStrippedSchedule(scheduleCalculator.getSchedule(startDate, now, true, false), WEEKEND_CALENDAR); //REVIEW emcleod should "fromEnd" be hard-coded?
    final ConfigDBCurveCalculationConfigSource curveCalculationConfigSource = new ConfigDBCurveCalculationConfigSource(configSource);
    DoubleTimeSeries<?> result = null;
    final MultiCurveCalculationConfig curveCalculationConfig = curveCalculationConfigSource.getConfig(curveCalculationConfigName);
    for (final String yieldCurveName : yieldCurveNames) {
      final ValueRequirement ycnsRequirement = getYCNSRequirement(currencyString, curveCalculationConfigName, yieldCurveName, surfaceName, target);
      final DoubleLabelledMatrix1D ycns = (DoubleLabelledMatrix1D) inputs.getValue(ycnsRequirement);
      final HistoricalTimeSeriesBundle ychts = (HistoricalTimeSeriesBundle) inputs.getValue(getYCHTSRequirement(currency, yieldCurveName, samplingPeriod.toString()));
      final DoubleTimeSeries<?> pnLSeries;
      if (curveCalculationConfig.getCalculationMethod().equals(FXImpliedYieldCurveFunction.FX_IMPLIED)) {
        pnLSeries = getPnLSeries(ycns, ychts, schedule, samplingFunction);
      } else {
        final ValueRequirement curveSpecRequirement = getCurveSpecRequirement(currency, yieldCurveName);

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    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);

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    final SensitivityAndReturnDataBundle[] dataBundleArray = new SensitivityAndReturnDataBundle[1];
    final Double value = (Double) inputs.getValue(REQUIREMENT_NAME);
    final ValueGreek valueGreek = AvailableValueGreeks.getValueGreekForValueRequirementName(REQUIREMENT_NAME);
    final Sensitivity<?> sensitivity = new ValueGreekSensitivity(valueGreek, position.getUniqueId().toString());
    final Map<UnderlyingType, DoubleTimeSeries<?>> tsReturns = new HashMap<UnderlyingType, DoubleTimeSeries<?>>();
    final Period samplingPeriod = getSamplingPeriod(samplingPeriodName);
    final LocalDate startDate = now.minus(samplingPeriod);
    final Schedule scheduleCalculator = getScheduleCalculator(scheduleCalculatorName);
    final TimeSeriesSamplingFunction samplingFunction = getSamplingFunction(samplingFunctionName);
    final TimeSeriesReturnCalculator returnCalculator = getTimeSeriesReturnCalculator(returnCalculatorName);
    final LocalDate[] schedule = HOLIDAY_REMOVER.getStrippedSchedule(scheduleCalculator.getSchedule(startDate, now, true, false), WEEKEND_CALENDAR); //REVIEW emcleod should "fromEnd" be hard-coded?

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Examples of org.threeten.bp.Period

Specification for implementors

Related Classes of org.threeten.bp.Period