LocalDate today = new LocalDate(); LocalDate d1 = today.plusMonths(1).withDayOfMonth(1);
@Override public DateValue add( DurationValue duration ) { return replacement( assertValidArithmetic( () -> value.plusMonths( duration.totalMonths() ).plusDays( duration.totalDays() ) ) ); }
LocalDate increasedStartDate = initialDateTime.plusMonths(1); feedbackPage.fillTimeValueForDatePickerTest(Const.ParamsNames.FEEDBACK_SESSION_STARTDATE, increasedStartDate);
for (int i = 0; i < months.length; i++) { dateColumn.append(date); date = date.plusMonths(1);
private LocalDate shift(LocalDate base, int sequenceNumber) { int month = base.getMonthValue(); int offset = (month % 3 == 0 ? 0 : 3 - month % 3) + (sequenceNumber - 1) * 3; return base.plusMonths(offset).with(THIRD_WEDNESDAY); }
private LocalDate shift(LocalDate base, int sequenceNumber) { int month = base.getMonthValue(); int offset = (month % 3 == 0 ? 0 : 3 - month % 3) + (sequenceNumber - 1) * 3; return base.plusMonths(offset).withDayOfMonth(10); }
@Override public LocalDate nthOrSame(LocalDate date, int sequenceNumber) { ArgChecker.notNegativeOrZero(sequenceNumber, "sequenceNumber"); LocalDate base = date.with(THIRD_WEDNESDAY); if (base.isBefore(date)) { return base.plusMonths(sequenceNumber).with(THIRD_WEDNESDAY); } return base.plusMonths(sequenceNumber - 1).with(THIRD_WEDNESDAY); }
@Override public LocalDate nth(LocalDate date, int sequenceNumber) { ArgChecker.notNegativeOrZero(sequenceNumber, "sequenceNumber"); LocalDate base = date.with(THIRD_WEDNESDAY); if (!base.isAfter(date)) { base = base.plusMonths(1); } return shift(base, sequenceNumber); }
@Override public LocalDate nth(LocalDate date, int sequenceNumber) { ArgChecker.notNegativeOrZero(sequenceNumber, "sequenceNumber"); LocalDate base = date.withDayOfMonth(10); if (!base.isAfter(date)) { base = base.plusMonths(1); } return shift(base, sequenceNumber); }
public void test_ofDayOfMonth_next_oneDay() { for (int start = 1; start <= 5; start++) { for (int i = 1; i <= 30; i++) { RollConvention test = RollConvention.ofDayOfMonth(i); LocalDate expected = date(2014, JULY, i); if (i <= start) { expected = expected.plusMonths(1); } assertEquals(test.next(date(2014, JULY, start), P1D), expected); } } }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); TermDepositCurveNode node = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.of(nodeDate)); LocalDate valuationDate = LocalDate.of(2015, 1, 22); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS).withDate(CurveNodeDate.of(nodeDate)); LocalDate valuationDate = LocalDate.of(2015, 1, 22); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); FixedOvernightSwapCurveNode node = FixedOvernightSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(nodeDate)); LocalDate valuationDate = LocalDate.of(2015, 1, 22); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
@Test(dataProvider = "stubIbor") public void test_stub_ibor(IborIborSwapConvention convention, Tenor tenor) { LocalDate tradeDate = LocalDate.of(2015, 10, 20); SwapTrade swap = convention.createTrade(tradeDate, tenor, BuySell.BUY, 1, 0.01, REF_DATA); ResolvedSwap swapResolved = swap.getProduct().resolve(REF_DATA); LocalDate endDate = swapResolved.getLeg(PayReceive.PAY).get().getEndDate(); assertTrue(endDate.isAfter(tradeDate.plus(tenor).minusMonths(1))); assertTrue(endDate.isBefore(tradeDate.plus(tenor).plusMonths(1))); }
@Test(dataProvider = "stubIbor") public void test_stub_ibor(FixedIborSwapConvention convention, Tenor tenor) { LocalDate tradeDate = LocalDate.of(2015, 10, 20); SwapTrade swap = convention.createTrade(tradeDate, tenor, BuySell.BUY, 1, 0.01, REF_DATA); ResolvedSwap swapResolved = swap.getProduct().resolve(REF_DATA); LocalDate endDate = swapResolved.getLeg(PayReceive.PAY).get().getEndDate(); assertTrue(endDate.isAfter(tradeDate.plus(tenor).minusMonths(1))); assertTrue(endDate.isBefore(tradeDate.plus(tenor).plusMonths(1))); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); ThreeLegBasisSwapCurveNode node = ThreeLegBasisSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void coverage() { HistoricPriceIndexValues instance1 = HistoricPriceIndexValues.of(US_CPI_U, VAL_DATE, USCPI_TS); coverImmutableBean(instance1); HistoricPriceIndexValues test2 = HistoricPriceIndexValues.of( GB_HICP, VAL_DATE.plusMonths(1), LocalDateDoubleTimeSeries.of(VAL_MONTH.minusMonths(2).atEndOfMonth(), 100d)); coverBeanEquals(instance1, test2); }