Examples of org.threeten.bp.ZonedDateTime

org.threeten.bp.ZonedDateTime
A date-time with a time-zone in the ISO-8601 calendar system, such as {@code 2007-12-03T10:15:30+01:00 Europe/Paris}.
{@code ZonedDateTime} is an immutable representation of a date-time with a time-zone.This class stores all date and time fields, to a precision of nanoseconds, and a time-zone, with a zone offset used to handle ambiguous local date-times. For example, the value "2nd October 2007 at 13:45.30.123456789 +02:00 in the Europe/Paris time-zone" can be stored in a {@code ZonedDateTime}.
This class handles conversion from the local time-line of {@code LocalDateTime}to the instant time-line of {@code Instant}. The difference between the two time-lines is the offset from UTC/Greenwich, represented by a {@code ZoneOffset}.
Converting between the two time-lines involves calculating the offset using the {@link ZoneRules rules} accessed from the {@code ZoneId}. Obtaining the offset for an instant is simple, as there is exactly one valid offset for each instant. By contrast, obtaining the offset for a local date-time is not straightforward. There are three cases:
- Normal, with one valid offset. For the vast majority of the year, the normal case applies, where there is a single valid offset for the local date-time.
- Gap, with zero valid offsets. This is when clocks jump forward typically due to the spring daylight savings change from "winter" to "summer". In a gap there are local date-time values with no valid offset.
- Overlap, with two valid offsets. This is when clocks are set back typically due to the autumn daylight savings change from "summer" to "winter". In an overlap there are local date-time values with two valid offsets.
Any method that converts directly or implicitly from a local date-time to an instant by obtaining the offset has the potential to be complicated.
For Gaps, the general strategy is that if the local date-time falls in the middle of a Gap, then the resulting zoned date-time will have a local date-time shifted forwards by the length of the Gap, resulting in a date-time in the later offset, typically "summer" time.
For Overlaps, the general strategy is that if the local date-time falls in the middle of an Overlap, then the previous offset will be retained. If there is no previous offset, or the previous offset is invalid, then the earlier offset is used, typically "summer" time.. Two additional methods, {@link #withEarlierOffsetAtOverlap()} and {@link #withLaterOffsetAtOverlap()}, help manage the case of an overlap.
Specification for implementors
A {@code ZonedDateTime} holds state equivalent to three separate objects,a {@code LocalDateTime}, a {@code ZoneId} and the resolved {@code ZoneOffset}. The offset and local date-time are used to define an instant when necessary. The zone ID is used to obtain the rules for how and when the offset changes. The offset cannot be freely set, as the zone controls which offsets are valid.
This class is immutable and thread-safe.

      return msg;
    }


    @Override
    public SimpleChooserPayoffStyle buildObject(FudgeDeserializer deserializer, FudgeMsg msg) {
      ZonedDateTime chooseDate = ZonedDateTimeFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(CHOOSE_DATE_FIELD_NAME));
      double strike = msg.getDouble(UNDERLYING_STRIKE_FIELD_NAME);
      Expiry expiry = ExpiryFudgeBuilder.fromFudgeMsg(deserializer, msg.getMessage(UNDERLYING_EXPIRY_FIELD_NAME));
      return new SimpleChooserPayoffStyle(chooseDate, strike, expiry);
    }

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  }


  @Override
  public CapFloorCMSSpreadSecurity createSecurity(final OperationContext context, CapFloorCMSSpreadSecurityBean bean) {
    
    ZonedDateTime startDate = zonedDateTimeBeanToDateTimeWithZone(bean.getStartDate());
    ZonedDateTime maturityDate = zonedDateTimeBeanToDateTimeWithZone(bean.getMaturityDate());
    ExternalId longIdentifier = externalIdBeanToExternalId(bean.getLongIdentifier());
    ExternalId shortIdentifier = externalIdBeanToExternalId(bean.getShortIdentifier());
    Frequency frequency = frequencyBeanToFrequency(bean.getFrequency());
    Currency currency = currencyBeanToCurrency(bean.getCurrency());
    DayCount dayCount = dayCountBeanToDayCount(bean.getDayCount());

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  }


  @Override
  public CapFloorSecurity createSecurity(final OperationContext context, CapFloorSecurityBean bean) {
    
    ZonedDateTime startDate = zonedDateTimeBeanToDateTimeWithZone(bean.getStartDate());
    ZonedDateTime maturityDate = zonedDateTimeBeanToDateTimeWithZone(bean.getMaturityDate());
    ExternalId underlyingIdentifier = externalIdBeanToExternalId(bean.getUnderlyingIdentifier());
    Frequency frequency = frequencyBeanToFrequency(bean.getFrequency());
    Currency currency = currencyBeanToCurrency(bean.getCurrency());
    DayCount dayCount = dayCountBeanToDayCount(bean.getDayCount());
    return new CapFloorSecurity(startDate,

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  public static InterestRateFutureTransactionDefinition fromFixingPeriodStartDate(final ZonedDateTime transactionDate, final double transactionPrice, final int quantity,
      final ZonedDateTime fixingPeriodStartDate, final IborIndex iborIndex, final double notional, final double paymentAccrualFactor, final String name,
      final Calendar calendar) {
    ArgumentChecker.notNull(fixingPeriodStartDate, "Fixing period start date");
    ArgumentChecker.notNull(iborIndex, "Ibor index");
    final ZonedDateTime lastTradingDate = ScheduleCalculator.getAdjustedDate(fixingPeriodStartDate, -iborIndex.getSpotLag(), calendar);
    final ZonedDateTime fixingPeriodEndDate = ScheduleCalculator.getAdjustedDate(fixingPeriodStartDate, iborIndex, calendar);
    return new InterestRateFutureTransactionDefinition(transactionDate, transactionPrice, quantity, lastTradingDate, fixingPeriodStartDate, fixingPeriodEndDate, iborIndex, notional,
        paymentAccrualFactor, name, calendar);
  }

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   */
  public static InterestRateFutureSecurityDefinition fromFixingPeriodStartDate(final ZonedDateTime fixingPeriodStartDate, final IborIndex iborIndex, final double notional,
      final double paymentAccrualFactor, final String name, final Calendar calendar) {
    ArgumentChecker.notNull(fixingPeriodStartDate, "Fixing period start date");
    ArgumentChecker.notNull(iborIndex, "Ibor index");
    final ZonedDateTime lastTradingDate = ScheduleCalculator.getAdjustedDate(fixingPeriodStartDate, -iborIndex.getSpotLag(), calendar);
    final ZonedDateTime fixingPeriodEndDate = ScheduleCalculator.getAdjustedDate(fixingPeriodStartDate, iborIndex, calendar);
    return new InterestRateFutureSecurityDefinition(lastTradingDate, fixingPeriodStartDate, fixingPeriodEndDate, iborIndex, notional, paymentAccrualFactor, name, calendar);
  }

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  }


  @Override
  public BondInterestIndexedSecurity<PaymentFixed, Coupon> toDerivative(final ZonedDateTime date) {
    ArgumentChecker.notNull(date, "date");
    final ZonedDateTime spot = ScheduleCalculator.getAdjustedDate(date, getSettlementDays(), getCalendar());
    return toDerivative(date, spot, ImmutableZonedDateTimeDoubleTimeSeries.ofEmpty(ZoneOffset.UTC));
  }

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  @Override
  public BondInterestIndexedSecurity<PaymentFixed, Coupon> toDerivative(final ZonedDateTime date, final DoubleTimeSeries<ZonedDateTime> data) {
    ArgumentChecker.notNull(date, "date");
    ArgumentChecker.notNull(data, "data");
    final ZonedDateTime spot = ScheduleCalculator.getAdjustedDate(date, getSettlementDays(), getCalendar());
    return toDerivative(date, spot, data);
  }

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    final Annuity<PaymentFixed> nominal = (Annuity<PaymentFixed>) getNominal().toDerivative(date, data);
    final AnnuityDefinition<CouponDefinition> couponDefinition = (AnnuityDefinition<CouponDefinition>) getCoupons().trimBefore(settlementDate);
    final CouponDefinition[] couponExPeriodArray = new CouponDefinition[couponDefinition.getNumberOfPayments()];
    System.arraycopy(couponDefinition.getPayments(), 0, couponExPeriodArray, 0, couponDefinition.getNumberOfPayments());
    if (getExCouponDays() != 0) {
      final ZonedDateTime exDividendDate = ScheduleCalculator.getAdjustedDate(couponDefinition.getNthPayment(0).getPaymentDate(), -getExCouponDays(), getCalendar());
      if (settlementDate.isAfter(exDividendDate)) {
        // Implementation note: Ex-dividend period: the next coupon is not received but its date is required for yield calculation
        couponExPeriodArray[0] = new CouponFixedDefinition(couponDefinition.getNthPayment(0), 0.0);
      }
    }
    final AnnuityDefinition<PaymentDefinition> couponDefinitionExPeriod = new AnnuityDefinition<PaymentDefinition>(couponExPeriodArray, getCalendar());
    final Annuity<Coupon> couponStandard = (Annuity<Coupon>) couponDefinitionExPeriod.toDerivative(date, data);
    final Annuity<PaymentFixed> nominalStandard = nominal.trimBefore(settlementTime);
    final double accruedInterest = accruedInterest(settlementDate);
    final double factorSpot = getDayCount().getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), settlementDate, couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0,
        _couponPerYear);
    final double factorPeriod = getDayCount().getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(),
        couponDefinition.getNthPayment(0).getAccrualEndDate(), 1.0, _couponPerYear);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final PaymentFixedDefinition nominalLast = getNominal().getNthPayment(getNominal().getNumberOfPayments() - 1);
    final ZonedDateTime settlementDate2 = settlementDate.isBefore(date) ? date : settlementDate;
    final double notional = settlementDate.isBefore(date) ? 0.0 : 1.0;
    final PaymentFixedDefinition settlementDefinition = new PaymentFixedDefinition(nominalLast.getCurrency(), settlementDate2, notional);
    final PaymentFixed settlement = settlementDefinition.toDerivative(date);
    return new BondInterestIndexedSecurity<>(nominalStandard, couponStandard, settlementTime, accruedInterest, factorToNextCoupon, _yieldConvention, _couponPerYear, settlement, getIssuer(),
        _priceIndex);

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      if (getCoupons().getNthPayment(loopcpn).getAccrualEndDate().isAfter(date)) {
        couponIndex = loopcpn;
        break;
      }
    }
    final ZonedDateTime previousAccrualDate = getCoupons().getNthPayment(couponIndex).getAccrualStartDate();
    final ZonedDateTime nextAccrualDate = getCoupons().getNthPayment(couponIndex).getAccrualEndDate();
    final CouponInflationWithMargin currentCoupon = ((CouponInflationWithMargin) getCoupons().getNthPayment(couponIndex));
    final double accruedInterest = AccruedInterestCalculator.getAccruedInterest(getDayCount(), couponIndex, nbCoupon, previousAccrualDate, date, nextAccrualDate, currentCoupon.getFactor(),
        getCouponPerYear(), isEOM()) * getCoupons().getNthPayment(couponIndex).getNotional();
    if (getExCouponDays() != 0 && nextAccrualDate.minusDays(getExCouponDays()).isBefore(date)) {
      result = accruedInterest - currentCoupon.getFactor() / _couponPerYear;
    } else {
      result = accruedInterest;
    }
    return result;

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   */
  @Deprecated
  @Override
  public BondIborSecurity toDerivative(final ZonedDateTime date, final String... yieldCurveNames) {
    ArgumentChecker.notNull(date, "date");
    final ZonedDateTime spot = ScheduleCalculator.getAdjustedDate(date, getSettlementDays(), getCalendar());
    return toDerivative(date, ImmutableZonedDateTimeDoubleTimeSeries.of(DateUtils.getUTCDate(1800, 1, 1), 0.0), spot, yieldCurveNames);
  }

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Examples of org.threeten.bp.ZonedDateTime

Specification for implementors

Related Classes of org.threeten.bp.ZonedDateTime