Examples of org.threeten.bp.ZonedDateTime.minusMonths()

org.threeten.bp.ZonedDateTime.minusMonths()
Returns a copy of this {@code ZonedDateTime} with the specified period in months subtracted.
This operates on the local time-line, {@link LocalDateTime#minusMonths(long) subtracting months} to the local date-time.This is then converted back to a {@code ZonedDateTime}, using the zone ID to obtain the offset.
When converting back to {@code ZonedDateTime}, if the local date-time is in an overlap, then the offset will be retained if possible, otherwise the earlier offset will be used. If in a gap, the local date-time will be adjusted forward by the length of the gap.
This instance is immutable and unaffected by this method call. @param months the months to subtract, may be negative @return a {@code ZonedDateTime} based on this date-time with the months subtracted, not null @throws DateTimeException if the result exceeds the supported date range

  public static CapFloorInflationYearOnYearMonthlyDefinition from(final ZonedDateTime accrualStartDate, final ZonedDateTime paymentDate, final double notional,
      final IndexPrice priceIndex, final int conventionalMonthLag, final ZonedDateTime lastKnownFixingDate, final double strike, final boolean isCap) {
    ZonedDateTime referenceStartDate = accrualStartDate.minusMonths(conventionalMonthLag);
    ZonedDateTime referenceEndDate = paymentDate.minusMonths(conventionalMonthLag);
    referenceStartDate = referenceStartDate.minusMonths(1).with(TemporalAdjusters.lastDayOfMonth());
    referenceEndDate = referenceEndDate.minusMonths(1).with(TemporalAdjusters.lastDayOfMonth());


    return new CapFloorInflationYearOnYearMonthlyDefinition(priceIndex.getCurrency(), paymentDate, accrualStartDate, paymentDate, 1.0, notional, priceIndex, lastKnownFixingDate, conventionalMonthLag,
        conventionalMonthLag, referenceStartDate, referenceEndDate, strike, isCap);
  }

View Full Code Here

  public static CouponInflationZeroCouponMonthlyGearingDefinition from(final ZonedDateTime accrualStartDate, final ZonedDateTime paymentDate, final double notional,
      final IndexPrice priceIndex, final double indexStartValue, final int conventionalMonthLag, final int monthLag, final boolean payNotional, final double factor) {
    ZonedDateTime referenceStartDate = accrualStartDate.minusMonths(monthLag);
    ZonedDateTime referenceEndDate = paymentDate.minusMonths(monthLag);
    referenceStartDate = referenceStartDate.minusMonths(1).with(TemporalAdjusters.lastDayOfMonth());
    referenceEndDate = referenceEndDate.minusMonths(1).with(TemporalAdjusters.lastDayOfMonth());
    return new CouponInflationZeroCouponMonthlyGearingDefinition(priceIndex.getCurrency(), paymentDate, accrualStartDate, paymentDate, 1.0, notional, priceIndex,
        conventionalMonthLag, monthLag, referenceStartDate, indexStartValue, referenceEndDate, payNotional, factor);
  }


  /**

View Full Code Here

    if (fromEnd) {
      ZonedDateTime date = endDate;
      int i = 6;
      while (!date.isBefore(startDate)) {
        dates.add(date);
        date = generateRecursive ? date.minusMonths(6) : endDate.minusMonths(i);
        i += 6;
      }
      Collections.reverse(dates);
      return dates.toArray(EMPTY_ZONED_DATE_TIME_ARRAY);
    }

View Full Code Here

    if (fromEnd) {
      ZonedDateTime date = endDate;
      int i = 3;
      while (!date.isBefore(startDate)) {
        dates.add(date);
        date = generateRecursive ? date.minusMonths(3) : endDate.minusMonths(i);
        i += 3;
      }
      Collections.reverse(dates);
      return dates.toArray(EMPTY_ZONED_DATE_TIME_ARRAY);
    }

View Full Code Here

    if (fromEnd) {
      ZonedDateTime date = endDate;
      int i = 1;
      while (!date.isBefore(startDate)) {
        dates.add(date);
        date = generateRecursive ? date.minusMonths(1) : endDate.minusMonths(i++);
      }
      Collections.reverse(dates);
      return dates.toArray(EMPTY_ZONED_DATE_TIME_ARRAY);
    }
    ZonedDateTime date = startDate;

View Full Code Here

    int monthLag = 3;
    double[] nodeTimeOther = new double[swapTenor.length];
    ZonedDateTime[] referenceDate = new ZonedDateTime[swapTenor.length];
    for (int loopswap = 0; loopswap < swapTenor.length; loopswap++) {
      ZonedDateTime paymentDate = ScheduleCalculator.getAdjustedDate(constructionDate, Period.ofYears(swapTenor[loopswap]), BUSINESS_DAY, CALENDAR);
      referenceDate[loopswap] = paymentDate.minusMonths(monthLag).withDayOfMonth(1);
      nodeTimeOther[loopswap] = ACT_ACT.getDayCountFraction(constructionDate, referenceDate[loopswap]);
    }
    PriceIndexCurve priceIndexCurve = PriceIndexCurve.fromStartOfMonth(nodeTimeKnown, indexKnown, nodeTimeOther, swapRate);
    for (int loopswap = 0; loopswap < swapTenor.length; loopswap++) {
      assertEquals("Simple price curve", indexKnown[0] * Math.pow(1 + swapRate[loopswap], swapTenor[loopswap]), priceIndexCurve.getPriceIndex(nodeTimeOther[loopswap]));

View Full Code Here

    market.setCurve(ISSUER_UK_GOVT, Currency.GBP, CURVE_GBP_30);
    market.setCurve(ISSUER_US_GOVT, Currency.GBP, CURVE_USD_30);
    final ZonedDateTime spotUs = ScheduleCalculator.getAdjustedDate(pricingDate, SPOT_LAG_US, CALENDAR_USD);
    final ZonedDateTime referenceInterpolatedDate = spotUs.minusMonths(MONTH_LAG_US);
    final ZonedDateTime[] referenceDate = new ZonedDateTime[2];
    referenceDate[0] = referenceInterpolatedDate.minusMonths(1).with(TemporalAdjusters.lastDayOfMonth());
    referenceDate[1] = referenceDate[0].plusMonths(1).with(TemporalAdjusters.lastDayOfMonth());
    final int[] yearUs = new int[] {1, 5, 10, 20, 50 };
    final double[] indexValueUs = new double[2 + 2 * yearUs.length];
    final double[] timeValueUs = new double[2 + 2 * yearUs.length];
    indexValueUs[0] = USCPI_TIME_SERIES.getValue(referenceDate[0]);

View Full Code Here

TOP

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.