Examples of toLocalDate()


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

    final int length = nominalDates.length;
    Validate.isTrue(index >= 0 && index < length);
    final double accruedInterest = getAccruedInterest(dayCount, index, length, nominalDates[index], settlementDate, nominalDates[index + 1], coupon, paymentsPerYear, isEndOfMonthConvention);
    ZonedDateTime exDividendDate = nominalDates[index + 1];
    for (int i = 0; i < exDividendDays; i++) {
      while (!calendar.isWorkingDay(exDividendDate.toLocalDate())) {
        exDividendDate = exDividendDate.minusDays(1);
      }
      exDividendDate = exDividendDate.minusDays(1);
    }
    if (exDividendDays != 0 && exDividendDate.isBefore(settlementDate)) {
View Full Code Here

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

      receiveAmount = 10000000 * (1 + random.nextInt(10)) / 100;
      payAmount = receiveAmount * spot * (1 + random.nextDouble() / 20);
      forwardRate = payAmount / receiveAmount;
    }
    final StringBuilder sb = new StringBuilder();
    sb.append(forwardDate.toLocalDate());
    sb.append(" ");
    sb.append(payCurrency);
    sb.append("/");
    sb.append(receiveCurrency);
    sb.append(" @ ");
View Full Code Here

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

      final IndexPrice priceIndex, final int conventionalmonthLag, final int monthLag, final boolean payNotional) {
    final ZonedDateTime refInterpolatedDateStart = accrualStartDate;
    final ZonedDateTime refInterpolatedDateEnd = paymentDate;

    final double weightStart = 1.0 - (refInterpolatedDateStart.getDayOfMonth() - 1.0) / refInterpolatedDateStart.toLocalDate().lengthOfMonth();
    final double weightEnd = 1.0 - (refInterpolatedDateEnd.getDayOfMonth() - 1.0) / refInterpolatedDateEnd.toLocalDate().lengthOfMonth();

    return from(factor, accrualStartDate, paymentDate, notional, priceIndex, conventionalmonthLag, monthLag, payNotional, weightStart, weightEnd);
  }

  /**
 
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.