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

  @Test
  public void thetaFixedIborOverFirstPayment() {
    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 8, 17);
    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);
    final double todayCash = ((CouponFixed) swapToday.getSecondLeg().getNthPayment(0)).getAmount();
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - (pvToday - todayCash), theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);

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    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 8, 17);
    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);
    final double todayCash = ((CouponFixed) swapToday.getSecondLeg().getNthPayment(0)).getAmount();
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - (pvToday - todayCash), theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);
  }

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  @Test
  public void thetaFixedIborOverFirstPayment() {
    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 8, 17);
    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);
    final double todayCash = ((CouponFixed) swapToday.getSecondLeg().getNthPayment(0)).getAmount();
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - (pvToday - todayCash), theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);

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    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 8, 17);
    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);
    final double todayCash = ((CouponFixed) swapToday.getSecondLeg().getNthPayment(0)).getAmount();
    assertEquals("ThetaCalculator: fixed-coupon swap", pvTomorrow - (pvToday - todayCash), theta.getAmount(USDLIBOR3M.getCurrency()), TOLERANCE_PV);
    assertEquals("ThetaCalculator: fixed-coupon swap", 1, theta.getCurrencyAmounts().length);
  }

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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final Set<ValueRequirement> requirements = Collections.unmodifiableSet(buildRequirements(_specification, _definition, atZDT));
    //TODO ENG-252 see MarketInstrumentImpliedYieldCurveFunction; need to work out the expiry more efficiently
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT).toInstant(), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000).toInstant()) {


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.ANYTHING; // [PLAT-2286]: something more specific; the definition's target could be any unique identifiable though
      }

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      if (strip.getInstrumentType() != StripInstrumentType.CASH) {
        throw new OpenGammaRuntimeException("Can only handle yield curve definitions with CASH strips");
      }
    }
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000),
        impliedConfiguration, impliedDefinition, originalConfiguration, originalCurveNames[0]);
  };


  private class MyCompiledFunction extends AbstractInvokingCompiledFunction {
    /** The definition of the implied curve */

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  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.CURRENCY;
      }

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  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final ConfigDBFuturePriceCurveDefinitionSource curveDefinitionSource = new ConfigDBFuturePriceCurveDefinitionSource(configSource);
    final ConfigDBFuturePriceCurveSpecificationSource curveSpecificationSource = new ConfigDBFuturePriceCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.PRIMITIVE;
      }

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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final Set<ValueRequirement> requirements = Collections.unmodifiableSet(buildRequirements(_specification, _definition, atZDT));
    //TODO ENG-252 see MarketInstrumentImpliedYieldCurveFunction; need to work out the expiry more efficiently
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {


      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.ANYTHING; // [PLAT-2286] Change to something more specific if possible, but the definition's target could be anything unique identifiable
      }

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    final ZonedDateTime startDate = cds.getStartDate();
    ZonedDateTime endDate = cds.getMaturityDate();


    if (cds.getProtectionStart()) {
      endDate = endDate.plusDays(1);
    }


    // Calculate the schedule of integration timenodes for the accrued leg calculation
    final ZonedDateTime[] timeNodes = constructISDACompliantAccruedLegIntegrationSchedule(valuationDate, cds, yieldCurve, hazardRateCurve, startDate, endDate, includeSchedule);

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