Package org.threeten.bp

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

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      final String id = entry.getValue().getValue();
      final ExternalId tenorAppendedId = ExternalId.of(scheme, createId(entry.getKey(), id));
      requirements.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, tenorAppendedId));
    }
    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) throws AsynchronousExecution {
        final Clock snapshotClock = executionContext.getValuationClock();
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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext compilationContext, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(compilationContext);
    final InterpolatedYieldCurveSpecificationBuilder curveSpecBuilder = new ConfigDBInterpolatedYieldCurveSpecificationBuilder(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @SuppressWarnings("synthetic-access")
      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target,
                                        final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
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    final Set<Currency> currencies = CurveUtils.getCurrencies(curveConstructionConfiguration, configSource, versionTime, conventionSource, visitor);
    final ValueProperties properties = createValueProperties()
        .with(CURVE_CONSTRUCTION_CONFIG, _configurationName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.FX_MATRIX, ComputationTargetSpecification.NULL, properties);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000),
        spec, currencies);
  }

  /**
   * Function that creates an {@link FXMatrix}
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            .get();
        exogenousRequirements.add(new ValueRequirement(CURVE_BUNDLE, ComputationTargetSpecification.NULL, properties));
      }
    }
    final String[] curveNames = CurveUtils.getCurveNamesForConstructionConfiguration(curveConstructionConfiguration);
    return getCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), curveNames, exogenousRequirements,
        curveConstructionConfiguration);
  }

  /**
   * Gets the compiled function for this curve construction method.
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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 ConfigDBForwardSwapCurveDefinitionSource curveDefinitionSource = new ConfigDBForwardSwapCurveDefinitionSource(configSource);
    final ConfigDBForwardSwapCurveSpecificationSource curveSpecificationSource = new ConfigDBForwardSwapCurveSpecificationSource(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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      final ExternalId secondTenorAppendedId = ExternalId.of(secondScheme, createId(entry.getKey(), secondId));
      requirements.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, firstTenorAppendedId));
      requirements.add(new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.PRIMITIVE, secondTenorAppendedId));
    }
    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) throws AsynchronousExecution {
        final Clock snapshotClock = executionContext.getValuationClock();
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public class InterpolatedYieldCurveFunction extends AbstractFunction {

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext compilationContext, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @SuppressWarnings("synthetic-access")
      @Override
      public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
        String curveName = null;
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  }

  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    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 ComputationTargetType getTargetType() {
        return ComputationTargetType.NULL;
      }
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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 ConfigDBFXForwardCurveDefinitionSource curveDefinitionSource = new ConfigDBFXForwardCurveDefinitionSource(configSource);
    final ConfigDBFXForwardCurveSpecificationSource curveSpecificationSource = new ConfigDBFXForwardCurveSpecificationSource(configSource);
    return new AbstractInvokingCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000)) {

      @Override
      public ComputationTargetType getTargetType() {
        return ComputationTargetType.UNORDERED_CURRENCY_PAIR;
      }
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        .with(ValuePropertyNames.CURVE, _curveName)
        .get();
    final ValueSpecification spec = new ValueSpecification(ValueRequirementNames.CURVE_MARKET_DATA, ComputationTargetSpecification.NULL, properties);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveSpecification specification = CurveUtils.getCurveSpecification(atInstant, configSource, atZDT.toLocalDate(), _curveName);
    return new MyCompiledFunction(atZDT.with(LocalTime.MIDNIGHT), atZDT.plusDays(1).with(LocalTime.MIDNIGHT).minusNanos(1000000), specification, spec);
  }

  /**
   * Function that gets market data for a curve.
   */
 
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