Examples of trimBefore()

Examples of com.opengamma.analytics.financial.instrument.annuity.AnnuityPaymentFixedDefinition.trimBefore()

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    final ZonedDateTime referenceDate2 = DateUtils.getUTCDate(2011, 9, 2); // Ex-dividend is 30-Aug-2011
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(referenceDate2, CURVES_NAME);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(referenceDate2, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate);
    couponDefinition = couponDefinition.trimBefore(spotDate);
    final CouponFixedDefinition[] couponDefinitionExArray = new CouponFixedDefinition[couponDefinition.getNumberOfPayments()];
    System.arraycopy(couponDefinition.getPayments(), 1, couponDefinitionExArray, 1, couponDefinition.getNumberOfPayments() - 1);
    couponDefinitionExArray[0] = new CouponFixedDefinition(couponDefinition.getNthPayment(0), 0.0);
    final AnnuityCouponFixedDefinition couponDefinitionEx = new AnnuityCouponFixedDefinition(couponDefinitionExArray, CALENDAR_G);
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Examples of com.opengamma.analytics.financial.instrument.annuity.AnnuityPaymentFixedDefinition.trimBefore()

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    final ZonedDateTime referenceDate2 = DateUtils.getUTCDate(2011, 9, 2); // Ex-dividend is 30-Aug-2011
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(referenceDate2);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(referenceDate2, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate);
    couponDefinition = couponDefinition.trimBefore(spotDate);
    final CouponFixedDefinition[] couponDefinitionExArray = new CouponFixedDefinition[couponDefinition.getNumberOfPayments()];
    System.arraycopy(couponDefinition.getPayments(), 1, couponDefinitionExArray, 1, couponDefinition.getNumberOfPayments() - 1);
    couponDefinitionExArray[0] = new CouponFixedDefinition(couponDefinition.getNthPayment(0), 0.0);
    final AnnuityCouponFixedDefinition couponDefinitionEx = new AnnuityCouponFixedDefinition(couponDefinitionExArray, CALENDAR_G);
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed.trimBefore()

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  @Test
  public void presentValueFixedMiddle() {
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) BOND_FIXED_SECURITY_DEFINITION.getNominal().toDerivative(REFERENCE_DATE_1);
    AnnuityCouponFixed coupon = BOND_FIXED_SECURITY_DEFINITION.getCoupons().toDerivative(REFERENCE_DATE_1);
    coupon = coupon.trimBefore(REFERENCE_TIME_1);
    final MulticurveProviderInterface multicurvesDecorated = new MulticurveProviderDiscountingDecoratedIssuer(ISSUER_MULTICURVES, CUR, ISSUER);
    final MultipleCurrencyAmount pvNominal = nominal.accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pvCoupon = coupon.accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pv = METHOD_BOND_SECURITY.presentValue(BOND_FIXED_SECURITY_1, ISSUER_MULTICURVES);
    assertEquals("Fixed coupon bond security: present value", pvNominal.getAmount(CUR) + pvCoupon.getAmount(CUR), pv.getAmount(CUR), TOLERANCE_PV);
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed.trimBefore()

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  @Test
  public void presentValueFixedOnCoupon() {
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) BOND_FIXED_SECURITY_DEFINITION.getNominal().toDerivative(REFERENCE_DATE_2);
    AnnuityCouponFixed coupon = BOND_FIXED_SECURITY_DEFINITION.getCoupons().toDerivative(REFERENCE_DATE_2);
    coupon = coupon.trimBefore(REFERENCE_TIME_2);
    final MulticurveProviderInterface multicurvesDecorated = new MulticurveProviderDiscountingDecoratedIssuer(ISSUER_MULTICURVES, CUR, ISSUER);
    final MultipleCurrencyAmount pvNominal = nominal.accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pvCoupon = coupon.accept(PVDC, multicurvesDecorated);
    final MultipleCurrencyAmount pv = METHOD_BOND_SECURITY.presentValue(BOND_FIXED_SECURITY_2, ISSUER_MULTICURVES);
    assertEquals("Fixed coupon bond security: present value", pvNominal.getAmount(CUR) + pvCoupon.getAmount(CUR), pv.getAmount(CUR), TOLERANCE_PV);
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed.trimBefore()

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  @Test
  public void presentValueFixedMiddle() {
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) BOND_FIXED_SECURITY_DEFINITION.getNominal().toDerivative(REFERENCE_DATE_US_1, CURVES_NAME);
    AnnuityCouponFixed coupon = BOND_FIXED_SECURITY_DEFINITION.getCoupons().toDerivative(REFERENCE_DATE_US_1, CURVES_NAME);
    coupon = coupon.trimBefore(REFERENCE_TIME_1);
    final double pvNominal = nominal.accept(PVC, CURVES);
    final double pvCoupon = coupon.accept(PVC, CURVES);
    final double pv = METHOD.presentValue(BOND_FIXED_SECURITY_1, CURVES);
    assertEquals("Fixed coupon bond security: present value", pvNominal + pvCoupon, pv);
  }
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityCouponFixed.trimBefore()

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  @Test
  public void presentValueFixedOnCoupon() {
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) BOND_FIXED_SECURITY_DEFINITION.getNominal().toDerivative(REFERENCE_DATE_US_2, CURVES_NAME);
    AnnuityCouponFixed coupon = BOND_FIXED_SECURITY_DEFINITION.getCoupons().toDerivative(REFERENCE_DATE_US_2, CURVES_NAME);
    coupon = coupon.trimBefore(REFERENCE_TIME_2);
    final double pvNominal = nominal.accept(PVC, CURVES);
    final double pvCoupon = coupon.accept(PVC, CURVES);
    final double pv = METHOD.presentValue(BOND_FIXED_SECURITY_2, CURVES);
    assertEquals("Fixed coupon bond security: present value", pvNominal + pvCoupon, pv);
  }
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityPaymentFixed.trimBefore()

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    } else {
      settlementTime = TimeCalculator.getTimeBetween(date, settlementDate);
    }
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) getNominal().toDerivative(date, creditCurveName);
    final Annuity<Coupon> coupon = (Annuity<Coupon>) getCoupons().toDerivative(date, indexFixingTS, yieldCurveNames);
    return new BondIborSecurity(nominal.trimBefore(settlementTime), coupon.trimBefore(settlementTime), settlementTime, riskFreeCurveName);
  }

  @Override
  public BondIborSecurity toDerivative(final ZonedDateTime date) {
    ArgumentChecker.notNull(date, "date");
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Examples of com.opengamma.analytics.financial.interestrate.annuity.derivative.AnnuityPaymentFixed.trimBefore()

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    } else {
      settlementTime = TimeCalculator.getTimeBetween(date, settlementDate);
    }
    final AnnuityPaymentFixed nominal = (AnnuityPaymentFixed) getNominal().toDerivative(date);
    final Annuity<Coupon> coupon = (Annuity<Coupon>) getCoupons().toDerivative(date, indexFixingTS);
    return new BondIborSecurity(nominal.trimBefore(settlementTime), coupon.trimBefore(settlementTime), settlementTime);
  }

  @Override
  public <U, V> V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data) {
    ArgumentChecker.notNull(visitor, "visitor");
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