本文整理了Java中java.time.Period.ofMonths()
方法的一些代码示例,展示了Period.ofMonths()
的具体用法。这些代码示例主要来源于Github
/Stackoverflow
/Maven
等平台,是从一些精选项目中提取出来的代码,具有较强的参考意义,能在一定程度帮忙到你。Period.ofMonths()
方法的具体详情如下:
包路径:java.time.Period
类名称:Period
方法名:ofMonths
[英]Obtains a Period representing a number of months.
The resulting period will have the specified months. The years and days units will be zero.
[中]获取表示月份数的期间。
由此产生的期间将具有指定的月份。年和日单位为零。
代码示例来源:origin: OpenGamma/Strata
public void test_of_PeriodPeriodConvention() {
FraTemplate test = FraTemplate.of(Period.ofMonths(2), Period.ofMonths(4), FRA_GBP_LIBOR_3M);
assertEquals(test.getPeriodToStart(), Period.ofMonths(2));
assertEquals(test.getPeriodToEnd(), Period.ofMonths(4));
assertEquals(test.getConvention(), FRA_GBP_LIBOR_3M);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of_PeriodIndex() {
FraTemplate test = FraTemplate.of(Period.ofMonths(2), GBP_LIBOR_3M);
assertEquals(test.getPeriodToStart(), Period.ofMonths(2));
assertEquals(test.getPeriodToEnd(), Period.ofMonths(5)); // defaulted
assertEquals(test.getConvention(), FRA_GBP_LIBOR_3M);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of() {
IborIborSwapTemplate test = IborIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
assertEquals(test.getPeriodToStart(), Period.ofMonths(3));
assertEquals(test.getTenor(), TENOR_10Y);
assertEquals(test.getConvention(), CONV);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of() {
ThreeLegBasisSwapTemplate test = ThreeLegBasisSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
assertEquals(test.getPeriodToStart(), Period.ofMonths(3));
assertEquals(test.getTenor(), TENOR_10Y);
assertEquals(test.getConvention(), CONV);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of_period() {
FixedIborSwapTemplate test = FixedIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
assertEquals(test.getPeriodToStart(), Period.ofMonths(3));
assertEquals(test.getTenor(), TENOR_10Y);
assertEquals(test.getConvention(), CONV);
}
代码示例来源:origin: OpenGamma/Strata
static RawOptionData sut2() {
List<Period> expiries2 = new ArrayList<>();
expiries2.add(Period.ofMonths(3));
expiries2.add(Period.ofYears(1));
expiries2.add(Period.ofYears(5));
RawOptionData test2 =
RawOptionData.of(expiries2, STRIKES, ValueType.STRIKE, DATA_SPARSE, ERROR, ValueType.BLACK_VOLATILITY);
return test2;
}
代码示例来源:origin: OpenGamma/Strata
public void test_ofLastBusinessDay() {
PeriodAdjustment test = PeriodAdjustment.ofLastBusinessDay(Period.ofMonths(3), BDA_FOLLOW_SAT_SUN);
assertEquals(test.getPeriod(), Period.ofMonths(3));
assertEquals(test.getAdditionConvention(), LAST_BUSINESS_DAY);
assertEquals(test.getAdjustment(), BDA_FOLLOW_SAT_SUN);
assertEquals(test.toString(), "P3M with LastBusinessDay then apply Following using calendar Sat/Sun");
}
代码示例来源:origin: OpenGamma/Strata
public void test_builder_defaults() {
FraTemplate test = FraTemplate.builder()
.periodToStart(Period.ofMonths(2))
.convention(FRA_GBP_LIBOR_3M)
.build();
assertEquals(test.getPeriodToStart(), Period.ofMonths(2));
assertEquals(test.getPeriodToEnd(), Period.ofMonths(5)); // defaulted
assertEquals(test.getConvention(), FRA_GBP_LIBOR_3M);
}
代码示例来源:origin: OpenGamma/Strata
public void coverage() {
ThreeLegBasisSwapTemplate test = ThreeLegBasisSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
coverImmutableBean(test);
ThreeLegBasisSwapTemplate test2 = ThreeLegBasisSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, CONV2);
coverBeanEquals(test, test2);
}
代码示例来源:origin: OpenGamma/Strata
public void test_beanBuilder() {
PeriodAdjustment test = PeriodAdjustment.builder()
.period(Period.ofMonths(3))
.additionConvention(LAST_DAY)
.adjustment(BDA_FOLLOW_SAT_SUN)
.build();
assertEquals(test.getPeriod(), Period.ofMonths(3));
assertEquals(test.getAdditionConvention(), LAST_DAY);
assertEquals(test.getAdjustment(), BDA_FOLLOW_SAT_SUN);
}
代码示例来源:origin: OpenGamma/Strata
public void coverage() {
XCcyIborIborSwapTemplate test = XCcyIborIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
coverImmutableBean(test);
DaysAdjustment bda2 = DaysAdjustment.ofBusinessDays(1, EUTA);
XCcyIborIborSwapConvention conv2 =
ImmutableXCcyIborIborSwapConvention.of("XXX", USD3M, EUR3M, bda2);
XCcyIborIborSwapTemplate test2 = XCcyIborIborSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, conv2);
coverBeanEquals(test, test2);
}
代码示例来源:origin: OpenGamma/Strata
public void test_toTrade_periodTenor() {
FixedOvernightSwapConvention base = ImmutableFixedOvernightSwapConvention.of(NAME, FIXED, FFUND_LEG, PLUS_TWO_DAYS);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(
FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
FFUND_LEG.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
代码示例来源:origin: OpenGamma/Strata
public void test_createTrade() {
XCcyIborIborSwapTemplate base = XCcyIborIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = base.createTrade(tradeDate, BUY, NOTIONAL_2M, NOTIONAL_2M * FX_EUR_USD, 0.25d, REF_DATA);
Swap expected = Swap.of(
EUR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
USD3M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M * FX_EUR_USD));
assertEquals(test.getInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
代码示例来源:origin: OpenGamma/Strata
public void test_createTrade() {
FixedOvernightSwapTemplate base = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(
FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
FFUND_LEG.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
代码示例来源:origin: OpenGamma/Strata
public void test_toTrade_periodTenor() {
FixedIborSwapConvention base = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(
FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
IBOR.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
代码示例来源:origin: OpenGamma/Strata
@Test(dataProvider = "types")
public void test_null(PeriodAdditionConvention type) {
assertThrowsIllegalArg(() -> type.adjust(null, Period.ofMonths(3), HolidayCalendars.NO_HOLIDAYS));
assertThrowsIllegalArg(() -> type.adjust(date(2014, 7, 11), null, HolidayCalendars.NO_HOLIDAYS));
assertThrowsIllegalArg(() -> type.adjust(date(2014, 7, 11), Period.ofMonths(3), null));
assertThrowsIllegalArg(() -> type.adjust(null, null, null));
}
代码示例来源:origin: OpenGamma/Strata
public void coverage() {
TermDepositTemplate test1 = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);
coverImmutableBean(test1);
TermDepositTemplate test2 = TermDepositTemplate.of(Period.ofMonths(6),
ImmutableTermDepositConvention.of(
"GBP-Dep", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(2, GBLO)));
coverBeanEquals(test1, test2);
}
代码示例来源:origin: OpenGamma/Strata
public void coverage() {
FraCurveNode test = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
coverImmutableBean(test);
FraCurveNode test2 = FraCurveNode.of(
FraTemplate.of(Period.ofMonths(1), GBP_LIBOR_6M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")));
coverBeanEquals(test, test2);
}
代码示例来源:origin: OpenGamma/Strata
public void test_createRateComputation_noFirstIndexValue() {
InflationRateCalculation test = InflationRateCalculation.builder()
.index(CH_CPI)
.lag(Period.ofMonths(3))
.indexCalculationMethod(INTERPOLATED)
.build();
assertThrows(() -> test.createRateComputation(DATE_2015_04_05), IllegalStateException.class);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of_tooBig() {
assertThrowsIllegalArg(() -> Frequency.of(Period.ofMonths(12001)));
assertThrowsIllegalArg(() -> Frequency.of(Period.ofMonths(Integer.MAX_VALUE)));
assertThrowsIllegalArg(() -> Frequency.of(Period.ofYears(1001)));
assertThrowsIllegalArg(() -> Frequency.of(Period.ofYears(Integer.MAX_VALUE)));
assertThrowsIllegalArg(() -> Frequency.ofMonths(12001), "Months must not exceed 12,000");
assertThrowsIllegalArg(() -> Frequency.ofMonths(Integer.MAX_VALUE));
assertThrowsIllegalArg(() -> Frequency.ofYears(1001), "Years must not exceed 1,000");
assertThrowsIllegalArg(() -> Frequency.ofYears(Integer.MAX_VALUE));
assertThrowsIllegalArg(() -> Frequency.of(Period.of(10000, 0, 1)));
}
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