Examples of org.threeten.bp.ZonedDateTime

org.threeten.bp.ZonedDateTime
A date-time with a time-zone in the ISO-8601 calendar system, such as {@code 2007-12-03T10:15:30+01:00 Europe/Paris}.
{@code ZonedDateTime} is an immutable representation of a date-time with a time-zone.This class stores all date and time fields, to a precision of nanoseconds, and a time-zone, with a zone offset used to handle ambiguous local date-times. For example, the value "2nd October 2007 at 13:45.30.123456789 +02:00 in the Europe/Paris time-zone" can be stored in a {@code ZonedDateTime}.
This class handles conversion from the local time-line of {@code LocalDateTime}to the instant time-line of {@code Instant}. The difference between the two time-lines is the offset from UTC/Greenwich, represented by a {@code ZoneOffset}.
Converting between the two time-lines involves calculating the offset using the {@link ZoneRules rules} accessed from the {@code ZoneId}. Obtaining the offset for an instant is simple, as there is exactly one valid offset for each instant. By contrast, obtaining the offset for a local date-time is not straightforward. There are three cases:
- Normal, with one valid offset. For the vast majority of the year, the normal case applies, where there is a single valid offset for the local date-time.
- Gap, with zero valid offsets. This is when clocks jump forward typically due to the spring daylight savings change from "winter" to "summer". In a gap there are local date-time values with no valid offset.
- Overlap, with two valid offsets. This is when clocks are set back typically due to the autumn daylight savings change from "summer" to "winter". In an overlap there are local date-time values with two valid offsets.
Any method that converts directly or implicitly from a local date-time to an instant by obtaining the offset has the potential to be complicated.
For Gaps, the general strategy is that if the local date-time falls in the middle of a Gap, then the resulting zoned date-time will have a local date-time shifted forwards by the length of the Gap, resulting in a date-time in the later offset, typically "summer" time.
For Overlaps, the general strategy is that if the local date-time falls in the middle of an Overlap, then the previous offset will be retained. If there is no previous offset, or the previous offset is invalid, then the earlier offset is used, typically "summer" time.. Two additional methods, {@link #withEarlierOffsetAtOverlap()} and {@link #withLaterOffsetAtOverlap()}, help manage the case of an overlap.
Specification for implementors
A {@code ZonedDateTime} holds state equivalent to three separate objects,a {@code LocalDateTime}, a {@code ZoneId} and the resolved {@code ZoneOffset}. The offset and local date-time are used to define an instant when necessary. The zone ID is used to obtain the rules for how and when the offset changes. The offset cannot be freely set, as the zone controls which offsets are valid.
This class is immutable and thread-safe.

    s_logger.info(sb.toString());
    return securities;
  }


  private CapFloorSecurity makeCapFloor(final Random random, final Tenor tenor) {
    final ZonedDateTime maturityDate = TRADE_DATE.plus(tenor.getPeriod()).atStartOfDay(ZoneOffset.UTC);
    final boolean payer = random.nextBoolean();
    final boolean cap = random.nextBoolean();
    final double strike = getSwapRate(CURRENCY, TRADE_DATE, tenor) * (1 + ((0.5 - random.nextDouble()) / 30));
    final double notional = 1000000 * (1 + random.nextInt(50));
    final ExternalId underlyingId = TICKERS.get(tenor);
    if (underlyingId == null) {
      throw new OpenGammaRuntimeException("Could not get swap rate ticker for " + tenor);
    }
    final CapFloorSecurity security = new CapFloorSecurity(TRADE_DATE.atStartOfDay(ZoneOffset.UTC), maturityDate, notional, underlyingId, strike, PeriodFrequency.SEMI_ANNUAL,
        Currency.USD, ACT_360, payer, cap, false);
    security.setName("USD " + FORMAT.format(notional / 1000000) + (cap ? "MM cap " : "MM floor ") + "@ " + FORMAT.format(strike) +
        (payer ? "%, pay " : "%, receive ") + tenor.getPeriod().normalized().getYears() + "Y ISDA fixing" +
        " (" + TRADE_DATE.toString() + " - " + maturityDate.toLocalDate().toString() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

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    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }


  private SwapSecurity makeSwap(final Random random, final Tenor tenor) {
    final ZonedDateTime tradeDate = TRADE_DATE.atStartOfDay(ZoneOffset.UTC);
    final ZonedDateTime maturityDate = tradeDate.plus(tenor.getPeriod());
    final ExternalId iborReferenceRate = LIBOR_3M;
    final PeriodFrequency frequency = PeriodFrequency.QUARTERLY;
    final ExternalId cmsId = TICKERS.get(tenor);
    if (cmsId == null) {
      throw new OpenGammaRuntimeException("Could not get swap rate ticker for " + tenor);
    }
    final InterestRateNotional notional = new InterestRateNotional(Currency.USD, 1000000 * (1 + random.nextInt(50)));
    final FloatingInterestRateLeg iborLeg = new FloatingInterestRateLeg(ACT_360, frequency, REGION, FOLLOWING, notional, true,
        iborReferenceRate, FloatingRateType.IBOR);
    final FloatingInterestRateLeg cmsLeg = new FloatingInterestRateLeg(ACT_360, frequency, REGION, FOLLOWING, notional, true,
        cmsId, FloatingRateType.CMS);
    SwapSecurity security;
    boolean payIbor;
    if (random.nextBoolean()) {
      security = new SwapSecurity(tradeDate, tradeDate, maturityDate, COUNTERPARTY, iborLeg, cmsLeg);
      payIbor = true;
    } else {
      security = new SwapSecurity(tradeDate, tradeDate, maturityDate, COUNTERPARTY, cmsLeg, iborLeg);
      payIbor = false;
    }
    security.setName(CURRENCY.getCode() + " " + FORMAT.format(notional.getAmount() / 1000000) + "MM Swap, pay " +
        (payIbor ? frequency.getPeriod().getMonths() + "M Libor, receive " + tenor.getPeriod().getYears() + "Y ISDA fixing (" :
          tenor.getPeriod().getYears() + "Y ISDA fixing, receive " + frequency.getPeriod().getMonths() + "M Libor (") +
          tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

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    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }


  private CapFloorCMSSpreadSecurity makeCMSCapFloorSpread(final Random random, final Tenor payTenor, final Tenor receiveTenor, final Tenor maturity, final double strike) {
    final ZonedDateTime tradeDate = TRADE_DATE.atStartOfDay(ZoneOffset.UTC);
    final ZonedDateTime maturityDate = tradeDate.plus(maturity.getPeriod());
    final boolean payer = random.nextBoolean();
    final boolean cap = random.nextBoolean();
    final ExternalId payIdentifier = TICKERS.get(payTenor);
    if (payIdentifier == null) {
      throw new OpenGammaRuntimeException("Could not get swap rate ticker for " + payTenor);
    }
    final ExternalId receiveIdentifier = TICKERS.get(receiveTenor);
    if (receiveIdentifier == null) {
      throw new OpenGammaRuntimeException("Could not get swap rate ticker for " + receiveTenor);
    }
    final double notional = 1000000 * (1 + random.nextInt(50));
    final CapFloorCMSSpreadSecurity security = new CapFloorCMSSpreadSecurity(tradeDate, maturityDate, notional, payIdentifier, receiveIdentifier, strike,
        PeriodFrequency.ANNUAL, CURRENCY, ACT_360, payer, cap);
    security.setName(CURRENCY.getCode() + " " + FORMAT.format(notional / 1000000) + (cap ? "MM cap spread " : "MM floor spread ") + "@ " + FORMAT.format(strike) +
        "%, pay " + payTenor.getPeriod().normalized().getYears() + "Y ISDA fixing" + ", receive " +
        receiveTenor.getPeriod().normalized().getYears() + "Y ISDA fixing" +
        " (" + tradeDate.toLocalDate().toString() + " - " + maturityDate.toLocalDate().toString() + ")");
    security.addExternalId(ExternalId.of(ID_SCHEME, GUIDGenerator.generate().toString()));
    return security;
  }

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    return bean;
  }


  @Override
  public NonDeliverableFXForwardSecurity createSecurity(final OperationContext context, NonDeliverableFXForwardSecurityBean bean) {
    ZonedDateTime forwardDate = zonedDateTimeBeanToDateTimeWithZone(bean.getForwardDate());
    ExternalId region = externalIdBeanToExternalId(bean.getRegion());
    Currency payCurrency = currencyBeanToCurrency(bean.getPayCurrency());
    double payAmount = bean.getPayAmount();
    Currency receiveCurrency = currencyBeanToCurrency(bean.getReceiveCurrency());
    double receiveAmount = bean.getReceiveAmount();

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    return bean;
  }


  @Override
  public FXForwardSecurity createSecurity(final OperationContext context, FXForwardSecurityBean bean) {
    ZonedDateTime forwardDate = zonedDateTimeBeanToDateTimeWithZone(bean.getForwardDate());
    ExternalId region = externalIdBeanToExternalId(bean.getRegion());
    Currency payCurrency = currencyBeanToCurrency(bean.getPayCurrency());
    double payAmount = bean.getPayAmount();
    Currency receiveCurrency = currencyBeanToCurrency(bean.getReceiveCurrency());
    double receiveAmount = bean.getReceiveAmount();

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  @Override
  public CapFloorCMSSpreadSecurity createSecurity() {
    final Currency currency = getRandomCurrency();
    final boolean payer = getRandom().nextBoolean();
    final boolean cap = getRandom().nextBoolean();
    final ZonedDateTime startDate = previousWorkingDay(ZonedDateTime.now().minusDays(getRandom(365) + 7), currency);
    final double notional = (double) getRandom(100000) * 1000;
    Tenor tenor1;
    Tenor tenor2;
    do {
      tenor1 = getRandom(SHORT_TENORS);
      tenor2 = getRandom(LONG_TENORS);
    } while (tenor1.compareTo(tenor2) >= 0);
    final int length = getRandom(tenor2.getPeriod().getYears() - 5) + 3;
    final ZonedDateTime maturityDate = nextWorkingDay(startDate.plusYears(length), currency);
    final ExternalId shortIdentifier = getUnderlying(currency, startDate.toLocalDate(), tenor1);
    final ExternalId longIdentifier = getUnderlying(currency, startDate.toLocalDate(), tenor2);
    final double strike = getRandom(STRIKES);
    final Frequency frequency = getRandom(FREQUENCY);
    final DayCount dayCount = getRandom(DAY_COUNT);

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//    persistToPortfolio(Arrays.asList(vanillaSwaps, oisSwaps, basisSwaps, futures), Arrays.asList("EUR Vanilla Swaps", "EUR OIS Swaps", "EUR 3m/6m Basis Swaps", "STIR Futures"), PORTFOLIO_NAME);    
    persistToPortfolio(Arrays.asList(vanillaSwaps, oisSwaps, basisSwaps), Arrays.asList("EUR Vanilla Swaps", "EUR OIS Swaps", "EUR 3m/6m Basis Swaps"), PORTFOLIO_NAME);
  }


  private Collection<FinancialSecurity> getVanillaSwapSecurities(final Random random) {
    final ZonedDateTime tradeDate = DateUtils.getUTCDate(2013, 8, 1);
    final ZonedDateTime effectiveDate = DateUtils.getUTCDate(2013, 8, 5);
    final Collection<FinancialSecurity> securities = new ArrayList<>();
    for (int i = 0; i < N_VANILLA_SWAPS; i++) {
      final InterestRateNotional notional = new InterestRateNotional(CURRENCY, 10000000 * (1 + random.nextInt(9)));
      final int years = 1 + random.nextInt(30);
      final ZonedDateTime maturityDate = tradeDate.plusYears(years);
      final double rate = years * 0.001 + random.nextDouble() / 5000;
      final FixedInterestRateLeg fixedLeg = new FixedInterestRateLeg(ACT_360, SEMI_ANNUAL, REGION, MODIFIED_FOLLOWING, notional, false, rate);
      final Frequency frequency;
      final ExternalId euribor;
      final String frequencyLabel;

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    }
    return securities;
  }


  private Collection<FinancialSecurity> getOISSwapSecurities(final Random random) {
    final ZonedDateTime tradeDate = DateUtils.getUTCDate(2013, 8, 1);
    final ZonedDateTime effectiveDate = DateUtils.getUTCDate(2013, 8, 5);
    final Collection<FinancialSecurity> securities = new ArrayList<>();
    for (int i = 0; i < N_OIS_SWAPS; i++) {
      final InterestRateNotional notional = new InterestRateNotional(CURRENCY, 10000000 * (1 + random.nextInt(9)));
      final int years = 1 + random.nextInt(30);
      final ZonedDateTime maturityDate = tradeDate.plusYears(years);
      final double rate = years * 0.001 + random.nextDouble() / 5000;
      final FixedInterestRateLeg fixedLeg = new FixedInterestRateLeg(ACT_360, SEMI_ANNUAL, REGION, MODIFIED_FOLLOWING, notional, false, rate);
      final Frequency frequency;
      if (random.nextBoolean()) {
        frequency = QUARTERLY;

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    }
    return securities;
  }


  private Collection<FinancialSecurity> getBasisSwapSecurities(final Random random) {
    final ZonedDateTime tradeDate = DateUtils.getUTCDate(2013, 8, 1);
    final ZonedDateTime effectiveDate = DateUtils.getUTCDate(2013, 8, 5);
    final Collection<FinancialSecurity> securities = new ArrayList<>();
    for (int i = 0; i < N_BASIS_SWAPS; i++) {
      final InterestRateNotional notional = new InterestRateNotional(CURRENCY, 10000000 * (1 + random.nextInt(9)));
      final int years = 1 + random.nextInt(30);
      final ZonedDateTime maturityDate = tradeDate.plusYears(years);
      final double spread = years * 0.002 + random.nextDouble() / 1000.;
      final Frequency payFrequency, receiveFrequency;
      final ExternalId payRate, receiveRate;
      final FloatingInterestRateLeg payLeg, receiveLeg;
      final String frequencyLabel;

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    }
    return securities;
  }


  private Collection<FinancialSecurity> getIRFutureSecurities(final Random random) {
    final ZonedDateTime tradeDate = DateUtils.getUTCDate(2014, 9, 1);
    final Collection<FinancialSecurity> securities = new ArrayList<>();
    final int[] amounts = new int[N_FUTURES];
    final double[] prices = new double[N_FUTURES];
    for (int i = 0; i < N_FUTURES; i++) {
      final int n = 1 + random.nextInt(5);
      final Expiry expiry = new Expiry(tradeDate.plusMonths(3 * n).with(THIRD_WED_ADJUSTER));
      final String letter = MONTHS.get(expiry.getExpiry().getMonth());
      final String year = Integer.toString(expiry.getExpiry().getYear() - 2010);
      final String code = "ER" + letter + year;
      final FutureSecurity security = new InterestRateFutureSecurity(expiry, "XLIF", "XLIF", CURRENCY, 2500, EURIBOR_3M, "Interest rate");
      security.setName(code);

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Examples of org.threeten.bp.ZonedDateTime

Specification for implementors

Related Classes of org.threeten.bp.ZonedDateTime