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

org.threeten.bp.ZonedDateTime.plusDays()
Returns a copy of this {@code ZonedDateTime} with the specified period in days added.
This operates on the local time-line, {@link LocalDateTime#plusDays(long) adding days} 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 days the days to add, may be negative @return a {@code ZonedDateTime} based on this date-time with the days added, not null @throws DateTimeException if the result exceeds the supported date range

    final CurveSpecification curveSpecification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_SPECIFICATION, ComputationTargetSpecification.NULL, properties);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), curveSpecification, spec);
  }


  /**
   * Function that creates a {@link CurveSpecification}.
   */

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  public CompiledFunctionDefinition compile(final FunctionCompilationContext myContext, final Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(myContext);
    final ConfigDBVolatilitySurfaceDefinitionSource definitionSource = new ConfigDBVolatilitySurfaceDefinitionSource(configSource);
    final ConfigDBVolatilitySurfaceSpecificationSource specificationSource = new ConfigDBVolatilitySurfaceSpecificationSource(configSource);
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new CompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), atZDT, definitionSource, specificationSource);
  }


  /**
   * Implementation of the compiled function
   */

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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(outerContext);
    final ConfigDBVolatilitySurfaceSpecificationSource source = new ConfigDBVolatilitySurfaceSpecificationSource(configSource);
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT).toInstant(), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant()) {


      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
          final Set<ValueRequirement> desiredValues) {
        final ValueRequirement desiredValue = desiredValues.iterator().next();

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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext outerContext, final Instant atInstant) {
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(outerContext);
    final ConfigDBVolatilitySurfaceDefinitionSource source = new ConfigDBVolatilitySurfaceDefinitionSource(configSource);
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {


      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
          final Set<ValueRequirement> desiredValues) {
        final ValueRequirement desiredValue = desiredValues.iterator().next();

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    final ValueProperties properties = createValueProperties()
        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_DEFINITION, ComputationTargetSpecification.NULL, properties);
    final Set<ComputedValue> result = Collections.singleton(new ComputedValue(spec, curveDefinition));
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {


      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
          final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
        return result;

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    final LocalDate curveDate = atInstantZDT.toLocalDate();
    final InterpolatedYieldCurveSpecificationBuilder curveSpecificationBuilder = OpenGammaCompilationContext.getInterpolatedYieldCurveSpecificationBuilder(context);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final YieldCurveDefinition definition = configSource.getLatestByName(YieldCurveDefinition.class, _curveName + "_" + _currency.getCode());
    final InterpolatedYieldCurveSpecification curveSpecification = buildDummyCurve(curveDate, definition);
    return new CompiledImpl(atInstantZDT.with(LocalTime.MIDNIGHT).toInstant(), atInstantZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant(), curveSpecification);
  }


  private static InterpolatedYieldCurveSpecification buildDummyCurve(final LocalDate curveDate, final YieldCurveDefinition definition) {
    final Collection<FixedIncomeStripWithIdentifier> ids = new ArrayList<>();
    for (final FixedIncomeStrip strip : definition.getStrips()) {

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  @Test
  public void thetaFixedIborBeforeFirstFixing() {
    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 5, 11);
    final MultipleCurrencyAmount theta = THETAC.getTheta(SWAP_FIXED_IBOR_DEFINITION, referenceDate, CURVE_NAMES, CURVES, FIXING_TS_3_6, 1);
    final SwapFixedCoupon<Coupon> swapToday = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate, FIXING_TS_3_6, CURVE_NAMES);
    final SwapFixedCoupon<Coupon> swapTomorrow = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate.plusDays(1), FIXING_TS_3_6, CURVE_NAMES);
    final double pvToday = swapToday.accept(PVC, CURVES);
    final YieldCurveBundle tomorrowData = CURVE_ROLLDOWN.rollDown(CURVES, TimeCalculator.getTimeBetween(referenceDate, referenceDate.plusDays(1)));
    final double pvTomorrow = swapTomorrow.accept(PVC, tomorrowData);
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - pvToday, theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);

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    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 5, 11);
    final MultipleCurrencyAmount theta = THETAC.getTheta(SWAP_FIXED_IBOR_DEFINITION, referenceDate, CURVE_NAMES, CURVES, FIXING_TS_3_6, 1);
    final SwapFixedCoupon<Coupon> swapToday = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate, FIXING_TS_3_6, CURVE_NAMES);
    final SwapFixedCoupon<Coupon> swapTomorrow = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate.plusDays(1), FIXING_TS_3_6, CURVE_NAMES);
    final double pvToday = swapToday.accept(PVC, CURVES);
    final YieldCurveBundle tomorrowData = CURVE_ROLLDOWN.rollDown(CURVES, TimeCalculator.getTimeBetween(referenceDate, referenceDate.plusDays(1)));
    final double pvTomorrow = swapTomorrow.accept(PVC, tomorrowData);
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - pvToday, theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);
  }

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    final SwapFixedCoupon<Coupon> swapToday = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate, FIXING_TS_3_6, CURVE_NAMES);
    final ZonedDateTimeDoubleTimeSeries fixing3extended = ImmutableZonedDateTimeDoubleTimeSeries.of(
        new ZonedDateTime[] {DateUtils.getUTCDate(2012, 5, 14), DateUtils.getUTCDate(2012, 5, 15) },
        new double[] {0.0090, 0.0090 }, ZoneOffset.UTC);
    final ZonedDateTimeDoubleTimeSeries[] fixing36 = new ZonedDateTimeDoubleTimeSeries[] {fixing3extended, FIXING_TS_6 };
    final SwapFixedCoupon<Coupon> swapTomorrow = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate.plusDays(1), fixing36, CURVE_NAMES);
    final double pvToday = swapToday.accept(PVC, CURVES);
    final YieldCurveBundle tomorrowData = CURVE_ROLLDOWN.rollDown(CURVES, TimeCalculator.getTimeBetween(referenceDate, referenceDate.plusDays(1)));
    final double pvTomorrow = swapTomorrow.accept(PVC, tomorrowData);
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - pvToday, theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);

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        new ZonedDateTime[] {DateUtils.getUTCDate(2012, 5, 14), DateUtils.getUTCDate(2012, 5, 15) },
        new double[] {0.0090, 0.0090 }, ZoneOffset.UTC);
    final ZonedDateTimeDoubleTimeSeries[] fixing36 = new ZonedDateTimeDoubleTimeSeries[] {fixing3extended, FIXING_TS_6 };
    final SwapFixedCoupon<Coupon> swapTomorrow = SWAP_FIXED_IBOR_DEFINITION.toDerivative(referenceDate.plusDays(1), fixing36, CURVE_NAMES);
    final double pvToday = swapToday.accept(PVC, CURVES);
    final YieldCurveBundle tomorrowData = CURVE_ROLLDOWN.rollDown(CURVES, TimeCalculator.getTimeBetween(referenceDate, referenceDate.plusDays(1)));
    final double pvTomorrow = swapTomorrow.accept(PVC, tomorrowData);
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - pvToday, theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);
  }

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