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Java ZonedDateTime.plusYears方法代码示例

本文整理汇总了Java中org.threeten.bp.ZonedDateTime.plusYears方法的典型用法代码示例。如果您正苦于以下问题：Java ZonedDateTime.plusYears方法的具体用法？Java ZonedDateTime.plusYears怎么用？Java ZonedDateTime.plusYears使用的例子？那么, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类org.threeten.bp.ZonedDateTime的用法示例。


在下文中一共展示了ZonedDateTime.plusYears方法的13个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Java代码示例。

示例1: getSchedule

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
public ZonedDateTime[] getSchedule(final ZonedDateTime startDate, final ZonedDateTime endDate) {
  Validate.notNull(startDate, "start date");
  Validate.notNull(endDate, "end date");
  Validate.isTrue(startDate.isBefore(endDate) || startDate.equals(endDate));
  if (startDate.equals(endDate)) {
    if (MonthDay.from(startDate).equals(_monthDay)) {
      return new ZonedDateTime[] {startDate};
    }
    throw new IllegalArgumentException("Start date and end date were the same but the day of month and month of year were not those required");
  }
  ZonedDateTime date = startDate.with(_monthDay);
  if (date.isBefore(startDate)) {
    date = date.plusYears(1);
  }
  final List<ZonedDateTime> dates = new ArrayList<>();
  while (!date.isAfter(endDate)) {
    dates.add(date);
    date = date.plusYears(1);
  }
  return dates.toArray(EMPTY_ZONED_DATE_TIME_ARRAY);
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:22，代码来源:AnnualScheduleOnDayAndMonthCalculator.java

示例2: getSchedule

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
public ZonedDateTime[] getSchedule(final ZonedDateTime startDate, final ZonedDateTime endDate) {
  ArgumentChecker.notNull(startDate, "start date");
  ArgumentChecker.notNull(endDate, "end date");
  ArgumentChecker.isFalse(startDate.isAfter(endDate), "start date must not be after end date");
  if (startDate.equals(endDate)) {
    if (startDate.getDayOfMonth() == 1 && startDate.getMonth() == Month.JANUARY) {
      return new ZonedDateTime[] {startDate};
    }
    throw new IllegalArgumentException("Start date and end date were the same but neither was the first day of the year");
  }
  final List<ZonedDateTime> dates = new ArrayList<>();
  ZonedDateTime date = startDate.with(TemporalAdjusters.firstDayOfYear());
  if (date.isBefore(startDate)) {
    date = date.plusYears(1);
  }
  while (!date.isAfter(endDate)) {
    dates.add(date);
    date = date.plusYears(1);
  }
  return dates.toArray(EMPTY_ZONED_DATE_TIME_ARRAY);
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:22，代码来源:FirstOfYearScheduleCalculator.java

示例3: couponIborStandard

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborStandard() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponIborDefinition> leg = AnnuityDefinitionBuilder.couponIbor(settlementDate, maturityDate, paymentPeriod, NOTIONAL,
      USDLIBOR6M, true, USDLIBOR6M.getDayCount(), USDLIBOR6M.getBusinessDayConvention(), USDLIBOR6M.isEndOfMonth(), NYC, stub, 0);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getAccrualStartDate(), leg.getNthPayment(loopcpn).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(leg.getNthPayment(loopcpn).getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -leg.getNthPayment(loopcpn).getNotional()); // Payer
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:21，代码来源:AnnuityDefinitionBuilderTest.java

示例4: couponIborStandardNotionalStartEnd

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborStandardNotionalStartEnd() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  //    Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponDefinition> leg = AnnuityDefinitionBuilder.couponIborWithNotional(settlementDate, maturityDate, NOTIONAL,
      USDLIBOR6M, true, NYC, stub, 0, true, true);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", expectedPaymentDates.length + 2, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(0)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", -NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(leg.getNumberOfPayments() - 1)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", settlementDate, leg.getNthPayment(0).getPaymentDate());
  assertTrue("AnnuityDefinitionBuilder: Coupon Ibor", leg.getNthPayment(1) instanceof CouponIborDefinition);
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", settlementDate, ((CouponIborDefinition) leg.getNthPayment(1)).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments() - 2; loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn + 1).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborDefinition) leg.getNthPayment(loopcpn + 1)).getAccrualStartDate(),
        ((CouponIborDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(((CouponIborDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -((CouponIborDefinition) leg.getNthPayment(loopcpn + 1)).getNotional()); // Payer
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:26，代码来源:AnnuityDefinitionBuilderTest.java

示例5: couponIborSpreadStandard

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborSpreadStandard() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponIborSpreadDefinition> leg = AnnuityDefinitionBuilder.couponIborSpread(settlementDate, maturityDate, paymentPeriod, NOTIONAL, SPREAD,
      USDLIBOR6M, true, USDLIBOR6M.getDayCount(), USDLIBOR6M.getBusinessDayConvention(), USDLIBOR6M.isEndOfMonth(), NYC, stub, 0);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getAccrualStartDate(), leg.getNthPayment(loopcpn).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(leg.getNthPayment(loopcpn).getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -leg.getNthPayment(loopcpn).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, leg.getNthPayment(loopcpn).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:22，代码来源:AnnuityDefinitionBuilderTest.java

示例6: couponIborSpreadStandardNotionalStartEnd

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborSpreadStandardNotionalStartEnd() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  //    Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponDefinition> leg = AnnuityDefinitionBuilder.couponIborSpreadWithNotional(settlementDate, maturityDate, NOTIONAL,
      SPREAD, USDLIBOR6M, true, NYC, stub, 0, true, true);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length + 2, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(0)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", -NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(leg.getNumberOfPayments() - 1)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getPaymentDate());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, ((CouponIborSpreadDefinition) leg.getNthPayment(1)).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments() - 2; loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn + 1).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getAccrualStartDate(),
        ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:26，代码来源:AnnuityDefinitionBuilderTest.java

示例7: couponIborCompoundingStandard

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborCompoundingStandard() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponIborCompoundingDefinition> leg = AnnuityDefinitionBuilder.couponIborCompounding(settlementDate, maturityDate, paymentPeriod, NOTIONAL,
      USDLIBOR3M, stub, true, USDLIBOR3M.getBusinessDayConvention(), USDLIBOR3M.isEndOfMonth(), NYC, stub);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", expectedPaymentDates.length, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", settlementDate, leg.getNthPayment(0).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", leg.getNthPayment(loopcpn).getAccrualStartDate(), leg.getNthPayment(loopcpn).getFixingPeriodStartDates()[0]);
    for (int loopsub = 0; loopsub < leg.getNthPayment(loopcpn).getAccrualEndDates().length; loopsub++) {
      assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", leg.getNthPayment(loopcpn).getFixingPeriodEndDates()[loopsub],
          ScheduleCalculator.getAdjustedDate(leg.getNthPayment(loopcpn).getFixingPeriodStartDates()[loopsub], USDLIBOR3M, NYC));
    }
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Compounding", NOTIONAL, -leg.getNthPayment(loopcpn).getNotional()); // Payer
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:23，代码来源:AnnuityDefinitionBuilderTest.java

示例8: couponIborCompoundingSpreadStandard

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborCompoundingSpreadStandard() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponIborCompoundingSpreadDefinition> leg = AnnuityDefinitionBuilder.couponIborCompoundingSpread(settlementDate, maturityDate, paymentPeriod, NOTIONAL, SPREAD,
      USDLIBOR3M, stub, true, USDLIBOR3M.getBusinessDayConvention(), USDLIBOR3M.isEndOfMonth(), NYC, stub);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getAccrualStartDate(), leg.getNthPayment(loopcpn).getFixingPeriodStartDates()[0]);
    for (int loopsub = 0; loopsub < leg.getNthPayment(loopcpn).getAccrualEndDates().length; loopsub++) {
      assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getFixingPeriodEndDates()[loopsub],
          ScheduleCalculator.getAdjustedDate(leg.getNthPayment(loopcpn).getFixingPeriodStartDates()[loopsub], USDLIBOR3M, NYC));
    }
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -leg.getNthPayment(loopcpn).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, leg.getNthPayment(loopcpn).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:24，代码来源:AnnuityDefinitionBuilderTest.java

示例9: couponIborCompoundingFlatSpreadStandard

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborCompoundingFlatSpreadStandard() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponIborCompoundingFlatSpreadDefinition> leg = AnnuityDefinitionBuilder.couponIborCompoundingFlatSpread(settlementDate, maturityDate, paymentPeriod, NOTIONAL, SPREAD,
      USDLIBOR3M, stub, true, USDLIBOR3M.getBusinessDayConvention(), USDLIBOR3M.isEndOfMonth(), NYC, stub);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getAccrualStartDate(), leg.getNthPayment(loopcpn).getFixingSubperiodStartDates()[0]);
    for (int loopsub = 0; loopsub < leg.getNthPayment(loopcpn).getSubperiodsAccrualStartDates().length; loopsub++) {
      assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn).getFixingSubperiodEndDates()[loopsub],
          ScheduleCalculator.getAdjustedDate(leg.getNthPayment(loopcpn).getFixingSubperiodStartDates()[loopsub], USDLIBOR3M, NYC));
    }
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -leg.getNthPayment(loopcpn).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, leg.getNthPayment(loopcpn).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:24，代码来源:AnnuityDefinitionBuilderTest.java

示例10: couponONArithmeticAverageSpreadSimplified

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponONArithmeticAverageSpreadSimplified() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  Period paymentPeriod = USDLIBOR3M.getTenor();
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponONArithmeticAverageSpreadSimplifiedDefinition> legONAA = AnnuityDefinitionBuilder.couponONArithmeticAverageSpreadSimplified(settlementDate, maturityDate, paymentPeriod,
      NOTIONAL, SPREAD, FED_FUND, true, USDLIBOR3M.getBusinessDayConvention(), USDLIBOR3M.isEndOfMonth(), NYC, stub);
  AnnuityDefinition<CouponIborSpreadDefinition> legLibor3M = AnnuityDefinitionBuilder.couponIborSpread(settlementDate, maturityDate, paymentPeriod, NOTIONAL, SPREAD,
      USDLIBOR3M, true, USDLIBOR3M.getDayCount(), USDLIBOR3M.getBusinessDayConvention(), USDLIBOR3M.isEndOfMonth(), NYC, stub, 0);
  assertEquals("AnnuityDefinitionBuilder: couponONArithmeticAverageSpreadSimplified", legLibor3M.getNumberOfPayments(), legONAA.getNumberOfPayments());
  for (int loopcpn = 0; loopcpn < legONAA.getNumberOfPayments(); loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", legLibor3M.getNthPayment(loopcpn).getPaymentDate(), legONAA.getNthPayment(loopcpn).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", legLibor3M.getNthPayment(loopcpn).getAccrualStartDate(), legONAA.getNthPayment(loopcpn).getAccrualStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", legLibor3M.getNthPayment(loopcpn).getAccrualEndDate(), legONAA.getNthPayment(loopcpn).getAccrualEndDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", legLibor3M.getNthPayment(loopcpn).getPaymentYearFraction(), legONAA.getNthPayment(loopcpn).getPaymentYearFraction());
    assertEquals("AnnuityDefinitionBuilder: couponONArithmeticAverageSpreadSimplified", NOTIONAL, -legONAA.getNthPayment(loopcpn).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: couponONArithmeticAverageSpreadSimplified", SPREAD, legONAA.getNthPayment(loopcpn).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:21，代码来源:AnnuityDefinitionBuilderTest.java

示例11: couponIborStandardNotionalConventionStartEnd

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborStandardNotionalConventionStartEnd() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  //    Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponDefinition> leg = AnnuityDefinitionBuilder.couponIborWithNotional(settlementDate, maturityDate, NOTIONAL,
      USDLIBOR6M, ACT_365, PRECEDING, false, USDLIBOR6M.getTenor(), true, NYC, stub, 0, true, true);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 19),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 18) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", expectedPaymentDates.length + 2, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(0)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", -NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(leg.getNumberOfPayments() - 1)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", settlementDate, leg.getNthPayment(0).getPaymentDate());
  assertTrue("AnnuityDefinitionBuilder: Coupon Ibor", leg.getNthPayment(1) instanceof CouponIborDefinition);
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", settlementDate, ((CouponIborDefinition) leg.getNthPayment(1)).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments() - 2; loopcpn++) {
    CouponIborDefinition cpn = ((CouponIborDefinition) leg.getNthPayment(loopcpn + 1));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn + 1).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", cpn.getAccrualStartDate(), cpn.getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", cpn.getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(cpn.getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", NOTIONAL, -cpn.getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", ACT_365.getDayCountFraction(cpn.getAccrualStartDate(), cpn.getAccrualEndDate()), cpn.getPaymentYearFraction());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", USDLIBOR6M.getDayCount().getDayCountFraction(cpn.getFixingPeriodStartDate(), cpn.getFixingPeriodEndDate()),
        cpn.getFixingPeriodAccrualFactor());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:29，代码来源:AnnuityDefinitionBuilderTest.java

示例12: couponIborSpreadStandardNotionalConventionStartEnd

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborSpreadStandardNotionalConventionStartEnd() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  //    Period paymentPeriod = Period.ofMonths(6);
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponDefinition> leg = AnnuityDefinitionBuilder.couponIborSpreadWithNotional(settlementDate, maturityDate, NOTIONAL,
      SPREAD, USDLIBOR6M, ACT_365, PRECEDING, false, USDLIBOR6M.getTenor(), true, NYC, stub, 0, true, true);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 19),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 18) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length + 2, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(0)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", -NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(leg.getNumberOfPayments() - 1)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getPaymentDate());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, ((CouponIborSpreadDefinition) leg.getNthPayment(1)).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments() - 2; loopcpn++) {
    assertTrue("AnnuityDefinitionBuilder: Coupon Ibor Spread", leg.getNthPayment(loopcpn + 1) instanceof CouponIborSpreadDefinition);
    CouponIborSpreadDefinition cpn = ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], cpn.getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", cpn.getAccrualStartDate(),
        ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", cpn.getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(cpn.getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -cpn.getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, cpn.getSpread());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", ACT_365.getDayCountFraction(cpn.getAccrualStartDate(), cpn.getAccrualEndDate()), cpn.getPaymentYearFraction());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor", USDLIBOR6M.getDayCount().getDayCountFraction(cpn.getFixingPeriodStartDate(), cpn.getFixingPeriodEndDate()),
        cpn.getFixingPeriodAccrualFactor());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:31，代码来源:AnnuityDefinitionBuilderTest.java

示例13: couponIborSpreadStandardNotionalStartEndLag

import org.threeten.bp.ZonedDateTime; //导入方法依赖的package包/类
@Test
public void couponIborSpreadStandardNotionalStartEndLag() {
  ZonedDateTime settlementDate = DateUtils.getUTCDate(2013, 9, 20);
  ZonedDateTime maturityDate = settlementDate.plusYears(2);
  int payLag = 2;
  final StubType stub = StubType.SHORT_START;
  AnnuityDefinition<CouponDefinition> leg = AnnuityDefinitionBuilder.couponIborSpreadWithNotional(settlementDate, maturityDate, NOTIONAL,
      SPREAD, USDLIBOR6M, true, NYC, stub, 2, true, true);
  ZonedDateTime[] expectedPaymentDates = new ZonedDateTime[] {DateUtils.getUTCDate(2014, 3, 20), DateUtils.getUTCDate(2014, 9, 22),
    DateUtils.getUTCDate(2015, 3, 20), DateUtils.getUTCDate(2015, 9, 21) };
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates.length + 2, leg.getNumberOfPayments());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(0)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: couponFixed", -NOTIONAL, ((CouponFixedDefinition) leg.getNthPayment(leg.getNumberOfPayments() - 1)).getAmount());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, leg.getNthPayment(0).getPaymentDate());
  assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", settlementDate, ((CouponIborSpreadDefinition) leg.getNthPayment(1)).getAccrualStartDate());
  for (int loopcpn = 0; loopcpn < leg.getNumberOfPayments() - 2; loopcpn++) {
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ScheduleCalculator.getAdjustedDate(expectedPaymentDates[loopcpn], payLag, NYC),
        leg.getNthPayment(loopcpn + 1).getPaymentDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", expectedPaymentDates[loopcpn], leg.getNthPayment(loopcpn + 1).getAccrualEndDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getAccrualStartDate(),
        ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate());
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodEndDate(),
        ScheduleCalculator.getAdjustedDate(((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getFixingPeriodStartDate(), USDLIBOR6M, NYC));
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", NOTIONAL, -((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getNotional()); // Payer
    assertEquals("AnnuityDefinitionBuilder: Coupon Ibor Spread", SPREAD, ((CouponIborSpreadDefinition) leg.getNthPayment(loopcpn + 1)).getSpread());
  }
}
开发者ID:DevStreet，项目名称:FinanceAnalytics，代码行数:28，代码来源:AnnuityDefinitionBuilderTest.java


注：本文中的org.threeten.bp.ZonedDateTime.plusYears方法示例由纯净天空整理自Github/MSDocs等开源代码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。