/**
* Creates a periodic frequency.
*
* @param period the period to represent
* @param name the name
*/
private Frequency(Period period, String name) {
ArgChecker.notNull(period, "period");
ArgChecker.isFalse(period.isZero(), "Period must not be zero");
ArgChecker.isFalse(period.isNegative(), "Period must not be negative");
this.period = period;
this.name = name;
}
public static void main(String[] args) {
LocalDate hoje = LocalDate.now();
System.out.println(hoje);
LocalDate olimpiadasRio = LocalDate.of(2016, Month.JUNE, 5);
System.out.println(olimpiadasRio);
int dias = olimpiadasRio.getDayOfYear() - hoje.getDayOfYear();
System.out.println(dias + " dias para as Olímpiadas no Rio!");
Period periodo = Period.between(hoje, olimpiadasRio);
System.out.println(periodo.getMonths() + " meses e " + periodo.getDays() + " dias.");
DateTimeFormatter formatador = DateTimeFormatter.ofPattern("dd/MM/yyyy");
String valorFormatado = olimpiadasRio.format(formatador);
System.out.println(valorFormatado);
System.out.println(" --- Medida de tempo ---");
DateTimeFormatter formatadorComHoras = DateTimeFormatter.ofPattern("dd/MM/yyyy hh:mm:ss");
LocalDateTime agora = LocalDateTime.now();
System.out.println(agora);
System.out.println(agora.format(formatadorComHoras));
LocalTime intervalo = LocalTime.of(12, 30);
System.out.println(intervalo);
}
/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance. The maturities of the
* CDS are measured from the next IMM date (after the trade date), and the tenors are the given
* matIndices multiplied by the coupon interval (3 months).
*
* @param tradeDate the trade date
* @param accStartDate the accrual start date
* @param matIndices the CDS tenors are these multiplied by the coupon interval (3 months)
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, LocalDate accStartDate, int[] matIndices) {
if (!_couponInterval.equals(DEFAULT_COUPON_INT)) {
throw new IllegalArgumentException(
"coupon interval must be 3M for this method. However it is set to "
+ _couponInterval.toString());
}
ArgChecker.notNull(tradeDate, "tradeDate");
ArgChecker.notEmpty(matIndices, "matIndicies");
LocalDate nextIMM = ImmDateLogic.getNextIMMDate(tradeDate);
LocalDate stepinDate = tradeDate.plusDays(_stepIn);
LocalDate valueDate = addWorkDays(tradeDate, _cashSettle, _calendar);
return new MultiCdsAnalytic(
tradeDate,
stepinDate,
valueDate,
accStartDate,
nextIMM,
matIndices,
_payAccOnDefault,
_couponIntervalTenor,
_stubType,
_protectStart,
_recoveryRate,
_businessdayAdjustmentConvention,
DEFAULT_CALENDAR,
_accrualDayCount,
_curveDayCount);
}
private void calibration_market_quote_sensitivity_check(
Function<MarketData, ImmutableRatesProvider> calibrator, double shift) {
double notional = 100_000_000.0;
double fx = 1.1111;
double fxPts = 0.0012;
FxSwapTrade trade =
EUR_USD.toTrade(
VAL_DATE, Period.ofWeeks(6), Period.ofMonths(5), BuySell.BUY, notional, fx, fxPts);
ImmutableRatesProvider result =
CALIBRATOR.calibrate(CURVE_GROUP_CONFIG, VAL_DATE, ALL_QUOTES, TS);
PointSensitivities pts = FX_PRICER.presentValueSensitivity(trade.getProduct(), result);
CurveCurrencyParameterSensitivities ps = result.curveParameterSensitivity(pts);
CurveCurrencyParameterSensitivities mqs = MQC.sensitivity(ps, result);
double pvUsd = FX_PRICER.presentValue(trade.getProduct(), result).getAmount(USD).getAmount();
double pvEur = FX_PRICER.presentValue(trade.getProduct(), result).getAmount(EUR).getAmount();
double[] mqsUsd1Computed =
mqs.getSensitivity(USD_DSCON_CURVE_NAME, USD).getSensitivity().toArray();
for (int i = 0; i < USD_DSC_NB_NODES; i++) {
Map<MarketDataKey<?>, Object> map = new HashMap<>(ALL_QUOTES.getValues());
map.put(
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[i])),
USD_DSC_MARKET_QUOTES[i] + shift);
ImmutableMarketData marketData = ImmutableMarketData.of(map);
ImmutableRatesProvider rpShifted = calibrator.apply(marketData);
double pvS = FX_PRICER.presentValue(trade.getProduct(), rpShifted).getAmount(USD).getAmount();
assertEquals(mqsUsd1Computed[i], (pvS - pvUsd) / shift, TOLERANCE_PV_DELTA);
}
double[] mqsUsd2Computed =
mqs.getSensitivity(USD_DSCON_CURVE_NAME, EUR).getSensitivity().toArray();
for (int i = 0; i < USD_DSC_NB_NODES; i++) {
Map<MarketDataKey<?>, Object> map = new HashMap<>(ALL_QUOTES.getValues());
map.put(
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[i])),
USD_DSC_MARKET_QUOTES[i] + shift);
ImmutableMarketData ov = ImmutableMarketData.of(map);
ImmutableRatesProvider rpShifted = calibrator.apply(ov);
double pvS = FX_PRICER.presentValue(trade.getProduct(), rpShifted).getAmount(EUR).getAmount();
assertEquals(mqsUsd2Computed[i], (pvS - pvEur) / shift, TOLERANCE_PV_DELTA);
}
double[] mqsEur1Computed =
mqs.getSensitivity(EUR_DSC_CURVE_NAME, USD).getSensitivity().toArray();
for (int i = 0; i < EUR_DSC_NB_NODES; i++) {
assertEquals(mqsEur1Computed[i], 0.0, TOLERANCE_PV_DELTA);
}
double[] mqsEur2Computed =
mqs.getSensitivity(EUR_DSC_CURVE_NAME, EUR).getSensitivity().toArray();
for (int i = 0; i < EUR_DSC_NB_NODES; i++) {
Map<MarketDataKey<?>, Object> map = new HashMap<>(ALL_QUOTES.getValues());
map.put(
QuoteKey.of(StandardId.of(SCHEME, EUR_DSC_ID_VALUE[i])),
EUR_DSC_MARKET_QUOTES[i] + shift);
ImmutableMarketData marketData = ImmutableMarketData.of(map);
ImmutableRatesProvider rpShifted = calibrator.apply(marketData);
double pvS = FX_PRICER.presentValue(trade.getProduct(), rpShifted).getAmount(EUR).getAmount();
assertEquals(mqsEur2Computed[i], (pvS - pvEur) / shift, TOLERANCE_PV_DELTA, "Node " + i);
}
}
/**
* Adds the period of this frequency to the specified date.
*
* <p>This method implements {@link TemporalAmount}. It is not intended to be called directly. Use
* {@link LocalDate#plus(TemporalAmount)} instead.
*
* @param temporal the temporal object to add to
* @return the result with this frequency added
* @throws DateTimeException if unable to add
* @throws ArithmeticException if numeric overflow occurs
*/
@Override
public Temporal addTo(Temporal temporal) {
// special case for performance
if (temporal instanceof LocalDate) {
LocalDate date = (LocalDate) temporal;
return date.plusMonths(period.toTotalMonths()).plusDays(period.getDays());
}
return period.addTo(temporal);
}
/**
* Subtracts the period of this frequency from the specified date.
*
* <p>This method implements {@link TemporalAmount}. It is not intended to be called directly. Use
* {@link LocalDate#minus(TemporalAmount)} instead.
*
* @param temporal the temporal object to subtract from
* @return the result with this frequency subtracted
* @throws DateTimeException if unable to subtract
* @throws ArithmeticException if numeric overflow occurs
*/
@Override
public Temporal subtractFrom(Temporal temporal) {
// special case for performance
if (temporal instanceof LocalDate) {
LocalDate date = (LocalDate) temporal;
return date.minusMonths(period.toTotalMonths()).minusDays(period.getDays());
}
return period.subtractFrom(temporal);
}
@Test
public void testGetAge() {
LocalDate now = LocalDate.now();
int currentYear = now.getYear();
LocalDate birthDate = LocalDate.of(2010, 2, 1);
Period age = AgeUtils.getAge(birthDate); // P6Y1M21D
Assert.assertEquals(currentYear - birthDate.getYear(), age.getYears());
Assert.assertEquals(now.getMonthValue() - birthDate.getMonthValue(), age.getMonths());
Assert.assertEquals(now.getDayOfMonth() - birthDate.getDayOfMonth(), age.getDays());
}
/**
* Obtains a periodic frequency from a {@code Period}.
*
* <p>The period normally consists of either days and weeks, or months and years. It must also be
* positive and non-zero.
*
* <p>If the number of days is an exact multiple of 7 it will be converted to weeks. Months are
* not normalized into years.
*
* <p>The maximum tenor length is 1,000 years.
*
* @param period the period to convert to a periodic frequency
* @return the periodic frequency
* @throws IllegalArgumentException if the period is negative, zero or too large
*/
public static Frequency of(Period period) {
ArgChecker.notNull(period, "period");
int days = period.getDays();
long months = period.toTotalMonths();
if (months == 0 && days != 0) {
return ofDays(days);
}
if (months > MAX_MONTHS) {
throw new IllegalArgumentException("Period must not exceed 1000 years");
}
return new Frequency(period);
}
public static void main(String[] args) {
Period period = Period.of(1, 2, 3); // 1 year, 2 months, 3 days
Period periodTwoMonths = Period.ofMonths(2);
System.out.println(period);
System.out.println(periodTwoMonths);
Period period20142015 =
Period.between(LocalDate.of(2014, Month.JANUARY, 1), LocalDate.of(2015, Month.JANUARY, 1));
Period period20152014 =
Period.between(LocalDate.of(2015, Month.JANUARY, 1), LocalDate.of(2014, Month.JANUARY, 1));
System.out.println("2014-2015:" + period20142015);
System.out.println("2015-2014:" + period20152014);
}
private String readablePeriod(Period period) {
if (period.isZero()) return "Hoy";
String startsWith = period.isNegative() ? "Hace " : "En ";
long months = Math.abs(period.toTotalMonths());
int days = Math.abs(period.getDays());
if (Math.abs(months) > 0) {
String endsWith = (months > 1) ? "es" : "";
return startsWith + months + " mes" + endsWith;
} else {
String endsWith = (days > 1) ? "s" : "";
return startsWith + days + " dia" + endsWith;
}
}
/**
* Calculates the number of events that occur in a year.
*
* <p>The number of events per year is the number of times that the period occurs per year. Not
* all periodic frequency instances can be converted to an integer events per year. All constants
* declared on this class will return a result.
*
* <p>Month-based and year-based periodic frequencies are converted by dividing 12 by the number
* of months. Only the following periodic frequencies return a value - P1M, P2M, P3M, P4M, P6M,
* P1Y.
*
* <p>Day-based and week-based periodic frequencies are converted by dividing 364 by the number of
* days. Only the following periodic frequencies return a value - P1D, P2D, P4D, P1W, P2W, P4W,
* P13W, P26W, P52W.
*
* <p>The 'Term' periodic frequency returns zero.
*
* @return the number of events per year
* @throws IllegalArgumentException if unable to calculate the number of events per year
*/
public int eventsPerYear() {
if (isTerm()) {
return 0;
}
long months = period.toTotalMonths();
int days = period.getDays();
if (isMonthBased()) {
if (12 % months == 0) {
return (int) (12 / months);
}
} else if (months == 0 && 364 % days == 0) {
return (int) (364 / days);
}
throw new IllegalArgumentException("Unable to calculate events per year: " + this);
}
/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance. The first CDS with have
* a tenor of firstTenor, while the last CDS will have a tenor of lastTenor; the remaining CDS
* will consist of all the (multiple of 3 month) tenors between the first and last tenor, e.g. if
* firstTenor = 6M and lastTenor = 5Y, there will be a total of 22 CDS with tenors of 6M, 9M,
* 1Y,....4Y9M, 5Y.
*
* @param tradeDate the trade date
* @param firstTenor the first tenor
* @param lastTenor the last tenor
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, Period firstTenor, Period lastTenor) {
ArgChecker.notNull(firstTenor, "firstTenor");
ArgChecker.notNull(lastTenor, "lastTenor");
int immNMonths = (int) DEFAULT_COUPON_INT.toTotalMonths();
int m1 = (int) firstTenor.toTotalMonths();
int m2 = (int) lastTenor.toTotalMonths();
if (m1 % immNMonths != 0 || m2 % immNMonths != 0) {
throw new IllegalArgumentException(
"tenors is not a multiple of " + DEFAULT_COUPON_INT.toString());
}
int firstIndex = m1 / immNMonths;
int lastIndex = m2 / immNMonths;
return makeMultiImmCds(tradeDate, firstIndex, lastIndex);
}
@Test
public void testGetNextFirstOrFifteenthOfTheMonthWithNullBaseDateReturnsValue() {
LocalDate today = LocalDate.now();
LocalDate adjustmentDate = AmortizationCalculator.getNextFirstOrFifteenthOfTheMonth(null);
long daysBetween = Period.between(today, adjustmentDate).getDays();
assertTrue("Adjustment date from the 1st should remain on the 1st", daysBetween <= 16);
}
public void test_toTrade() {
IborFixingDepositConvention convention =
ImmutableIborFixingDepositConvention.builder()
.businessDayAdjustment(BDA_MOD_FOLLOW)
.currency(EUR)
.dayCount(ACT_365F)
.fixingDateOffset(FIXING_ADJ)
.index(EUR_LIBOR_3M)
.spotDateOffset(SPOT_ADJ)
.build();
LocalDate tradeDate = LocalDate.of(2015, 1, 22);
Period depositPeriod = Period.ofMonths(3);
double notional = 1d;
double fixedRate = 0.045;
IborFixingDepositTrade trade =
convention.toTrade(tradeDate, depositPeriod, BUY, notional, fixedRate);
LocalDate startExpected = SPOT_ADJ.adjust(tradeDate);
LocalDate endExpected = startExpected.plus(depositPeriod);
IborFixingDeposit productExpected =
IborFixingDeposit.builder()
.businessDayAdjustment(BDA_MOD_FOLLOW)
.buySell(BUY)
.currency(EUR)
.dayCount(ACT_365F)
.startDate(startExpected)
.endDate(endExpected)
.fixedRate(fixedRate)
.fixingDateOffset(FIXING_ADJ)
.index(EUR_LIBOR_3M)
.notional(notional)
.build();
TradeInfo tradeInfoExpected = TradeInfo.builder().tradeDate(tradeDate).build();
assertEquals(trade.getProduct(), productExpected);
assertEquals(trade.getTradeInfo(), tradeInfoExpected);
}
@Test
public void testBasic() {
System.out.println(Year.now());
System.out.println(Year.of(2015));
System.out.println(Year.isLeap(2016));
Locale locale = Locale.getDefault();
System.out.println(Month.DECEMBER.getDisplayName(TextStyle.FULL, locale));
System.out.println(Month.DECEMBER.getDisplayName(TextStyle.SHORT, locale));
System.out.println(Month.DECEMBER.getDisplayName(TextStyle.NARROW, locale));
System.out.println(Month.DECEMBER.getDisplayName(TextStyle.FULL_STANDALONE, locale));
System.out.println(Month.of(8).ordinal());
System.out.println(Month.AUGUST.minus(2));
System.out.println(YearMonth.now());
System.out.println(MonthDay.now());
System.out.println(DayOfWeek.FRIDAY.plus(2));
System.out.println(DayOfWeek.of(1));
System.out.println(
DayOfWeek.from(LocalDateTime.ofInstant(Instant.now(), ZoneId.systemDefault())));
System.out.println(Period.between(Year.now().atDay(1), LocalDate.now()));
System.out.println(ChronoUnit.DAYS.between(Year.now().atDay(1), LocalDate.now()));
}
static {
USD_DSC_NODES[0] =
TermDepositCurveNode.of(
TermDepositTemplate.of(Period.ofDays(1), USD_DEPOSIT_T0),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[0])));
USD_DSC_NODES[1] =
TermDepositCurveNode.of(
TermDepositTemplate.of(Period.ofDays(1), USD_DEPOSIT_T1),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[1])));
for (int i = 0; i < USD_DSC_NB_OIS_NODES; i++) {
USD_DSC_NODES[USD_DSC_NB_DEPO_NODES + i] =
FixedOvernightSwapCurveNode.of(
FixedOvernightSwapTemplate.of(
Period.ZERO, Tenor.of(USD_DSC_OIS_TENORS[i]), USD_FIXED_1Y_FED_FUND_OIS),
QuoteKey.of(StandardId.of(SCHEME, USD_DSC_ID_VALUE[USD_DSC_NB_DEPO_NODES + i])));
}
}
public Period calculateSeniority() {
LocalDate hireDate = this.getHireDate();
if (hireDate == null) return null;
LocalDate now = LocalDate.now();
return Period.between(hireDate, now);
}
// -------------------------------------------------------------------------
public void coverage() {
TermDepositCurveNode test = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
coverImmutableBean(test);
TermDepositCurveNode test2 =
TermDepositCurveNode.of(
TermDepositTemplate.of(Period.ofMonths(1), CONVENTION),
QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")));
coverBeanEquals(test, test2);
}
/** Test {@link CurveGroupEntry}. */
@Test
public class CurveGroupEntryTest {
private static final InterpolatedNodalCurveDefinition CURVE_DEFN =
InterpolatedNodalCurveDefinition.builder()
.name(CurveName.of("Test"))
.xValueType(ValueType.YEAR_FRACTION)
.yValueType(ValueType.ZERO_RATE)
.dayCount(ACT_365F)
.nodes(
ImmutableList.of(
DummyFraCurveNode.of(
Period.ofMonths(1),
GBP_LIBOR_1M,
QuoteKey.of(StandardId.of("OG", "Ticker")))))
.interpolator(CurveInterpolators.LINEAR)
.extrapolatorLeft(CurveExtrapolators.FLAT)
.extrapolatorRight(CurveExtrapolators.FLAT)
.build();
private static final InterpolatedNodalCurveDefinition CURVE_DEFN2 =
CURVE_DEFN.toBuilder().name(CurveName.of("Test2")).build();
public void test_builder() {
CurveGroupEntry test =
CurveGroupEntry.builder()
.curveDefinition(CURVE_DEFN)
.discountCurrencies(GBP)
.iborIndices(GBP_LIBOR_1M, GBP_LIBOR_3M)
.overnightIndices(GBP_SONIA)
.build();
assertEquals(test.getCurveDefinition(), CURVE_DEFN);
assertEquals(test.getDiscountCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.getIborIndices(), ImmutableSet.of(GBP_LIBOR_1M, GBP_LIBOR_3M));
assertEquals(test.getOvernightIndices(), ImmutableSet.of(GBP_SONIA));
}
// -------------------------------------------------------------------------
public void coverage() {
CurveGroupEntry test =
CurveGroupEntry.builder().curveDefinition(CURVE_DEFN).discountCurrencies(GBP).build();
coverImmutableBean(test);
CurveGroupEntry test2 =
CurveGroupEntry.builder()
.curveDefinition(CURVE_DEFN2)
.iborIndices(GBP_LIBOR_1M)
.overnightIndices(GBP_SONIA)
.build();
coverBeanEquals(test, test2);
}
public void test_serialization() {
CurveGroupEntry test =
CurveGroupEntry.builder().curveDefinition(CURVE_DEFN).discountCurrencies(GBP).build();
assertSerialization(test);
}
}
/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance.
*
* @param tradeDate the trade date
* @param accStartDate the accrual start date
* @param tenors the tenors (length) of the CDS
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, LocalDate accStartDate, Period[] tenors) {
ArgChecker.noNulls(tenors, "tenors");
int n = tenors.length;
int immNMonths = (int) DEFAULT_COUPON_INT.toTotalMonths();
int[] matIndices = new int[n];
for (int i = 0; i < n; i++) {
int months = (int) tenors[i].toTotalMonths();
if (months % immNMonths != 0) {
throw new IllegalArgumentException(
"tenors index " + i + " is not a multiple of " + DEFAULT_COUPON_INT.toString());
}
matIndices[i] = months / immNMonths;
}
return makeMultiImmCds(tradeDate, accStartDate, matIndices);
}
private LocalDate getMaxMonthsThresholdDate(ExcelRow item) {
LocalDate result = null;
if (item.getDate() != null) {
if (firstDate == null || firstDate.isAfter(item.getDate())) {
firstDate = item.getDate();
}
final LocalDate startDate = firstDate;
final LocalDate endDate = LocalDate.now();
final Period period = Period.between(startDate, endDate);
/** If the period between the first date and today is greater or equal to maxNumberOfMonth */
if (period.toTotalMonths() >= maxNumberOfMonth) {
result = endDate;
}
}
return result;
}
/**
* Checks if this periodic frequency equals another periodic frequency.
*
* <p>The comparison checks the frequency period.
*
* @param obj the other frequency, null returns false
* @return true if equal
*/
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj == null || getClass() != obj.getClass()) {
return false;
}
Frequency other = (Frequency) obj;
return period.equals(other.period);
}
@Test
public void testModifierDuree() {
PeriodDateHeure periode1 =
new PeriodDateHeure(
LocalDateTime.parse("2000-01-01T00:00:00"), LocalDateTime.parse("2000-01-05T00:00:00"));
PeriodDateHeure periode2 = periode1.modifierDuree(Period.ofDays(15));
Assert.assertEquals(
new PeriodDateHeure(
LocalDateTime.parse("2000-01-01T00:00:00"), LocalDateTime.parse("2000-01-16T00:00:00")),
periode2);
}
@Test
public void testInsert() {
SomePeriodBean bean = new SomePeriodBean();
bean.setPeriod(Period.of(3, 4, 5));
bean.setAnniversary(MonthDay.of(4, 29));
Ebean.save(bean);
SomePeriodBean bean1 = Ebean.find(SomePeriodBean.class, bean.getId());
assertEquals(bean.getPeriod(), bean1.getPeriod());
assertEquals(bean.getAnniversary(), bean1.getAnniversary());
// insert fetch null value
SomePeriodBean bean2 = new SomePeriodBean();
Ebean.save(bean2);
SomePeriodBean bean3 = Ebean.find(SomePeriodBean.class, bean2.getId());
assertNull(bean3.getPeriod());
assertNull(bean3.getAnniversary());
List<SomePeriodBean> anniversaryList =
Ebean.find(SomePeriodBean.class)
.where()
.eq("anniversary", MonthDay.of(4, 29))
.eq("period_years", 3)
.eq("period_months", 4)
.findList();
assertEquals(1, anniversaryList.size());
// must use year 2000 for range predicates
// ... using 2001 here so not finding anything
anniversaryList =
Ebean.find(SomePeriodBean.class)
.where()
.gt("anniversary", Date.valueOf(LocalDate.of(2001, 4, 29)))
.findList();
assertEquals(0, anniversaryList.size());
// can use year 2000 for range predicates
// ... and can use LocalDate to bind
anniversaryList =
Ebean.find(SomePeriodBean.class)
.where()
.gt("anniversary", LocalDate.of(2000, 4, 22))
.findList();
assertEquals(1, anniversaryList.size());
Ebean.delete(bean);
Ebean.delete(bean2);
}
@Test
public void shouldPlayWithDates() {
LocalDate d1 = LocalDate.now();
LocalDate d2 = LocalDate.of(2014, 2, 15).plusDays(10);
print(d1);
print(d2);
LocalDateTime d3 = d2.atTime(13, 23, 34, 45);
assertThat(d3.toString(), is("2014-02-25T13:23:34.000000045"));
LocalDateTime d4 = d3.plus(Period.of(1, 2, 3));
assertThat(d4.toString(), is("2015-04-28T13:23:34.000000045"));
}
@Override
public String convert(LocalDateTime dateTime) {
LocalDateTime now = LocalDateTime.now();
Duration duration = Duration.between(dateTime, now);
Period period = Period.between(dateTime.toLocalDate(), now.toLocalDate());
if (duration.toMinutes() < 1) {
return String.format("%s secs ago", duration.getSeconds());
}
if (duration.toHours() < 1) {
return String.format("%s mins ago", duration.toMinutes());
}
if (duration.toDays() < 1) {
return String.format("%s hrs ago", duration.toHours());
}
if (period.getYears() > 0) {
return DateTimeFormatter.ISO_LOCAL_DATE.format(dateTime);
}
if (period.getMonths() > 0) {
return String.format("%s months ago", period.getMonths());
}
return String.format("%s days ago", period.getDays());
}
@Test
public void testGetAgeDetails() {
LocalDate to = LocalDate.of(2011, 1, 10);
LocalDate from = LocalDate.of(2010, 1, 10);
Period age = AgeUtils.getAge(from, to);
Assert.assertEquals(1, age.getYears());
Assert.assertEquals(0, age.getMonths());
Assert.assertEquals(0, age.getDays());
from = LocalDate.of(2010, 1, 11);
age = AgeUtils.getAge(from, to);
Assert.assertEquals(0, age.getYears());
Assert.assertEquals(11, age.getMonths());
Assert.assertEquals(30, age.getDays());
from = LocalDate.of(2010, 5, 11);
age = AgeUtils.getAge(from, to);
Assert.assertEquals(0, age.getYears());
Assert.assertEquals(7, age.getMonths());
Assert.assertEquals(30, age.getDays());
}
/**
* Parses a formatted string representing the frequency.
*
* <p>The format can either be based on ISO-8601, such as 'P3M' or without the 'P' prefix e.g.
* '2W'.
*
* <p>The period must be positive and non-zero.
*
* @param toParse the string representing the frequency
* @return the frequency
* @throws IllegalArgumentException if the frequency cannot be parsed
*/
@FromString
public static Frequency parse(String toParse) {
ArgChecker.notNull(toParse, "toParse");
if (toParse.equalsIgnoreCase("Term")) {
return TERM;
}
String prefixed = toParse.startsWith("P") ? toParse : "P" + toParse;
try {
return Frequency.of(Period.parse(prefixed));
} catch (DateTimeParseException ex) {
throw new IllegalArgumentException(ex);
}
}
private boolean checkList(Container container, List<Container> list) {
if (list.size() == maxsize) {
placed = false;
} else if (list.isEmpty()) {
list.add(container);
placed = true;
} else if (Period.between(list.get(list.size() - 1).getPickupDate(), container.getPickupDate())
.isNegative()) {
list.add(container);
placed = true;
} else if (Period.between(list.get(list.size() - 1).getPickupDate(), container.getPickupDate())
.isZero()) {
list.add(container);
placed = true;
} else {
placed = false;
}
return placed;
}
public void test_toTrade_periodTenor() {
IborIborSwapConvention base = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test =
base.toTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, 0.25d);
Swap expected =
Swap.of(
IBOR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
IBOR6M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getTradeInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
