Along with the college classes I have taken at the Waterloo Career Center, I have a certificate for Microsoft Technology Associate Introduction to Programming Using Javascript. I have some experience with Python coding. I have used GitHub repositories and gitbash programs. I have programmed a text-based browser adventure game in Intro to Programming Logic, with HTML and Javascript. In Intro to Web Development I have gotten some experience in using CSS styles.


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Neko is the Japanese word for cat. It can refer to actual cats or to characters in anime or manga that have catlike features. Specifically, the catgirl (a woman with cat ears, whiskers, and sometimes paws or a tail) is referred to as a neko.
I sleep a lot
I love tuna
The human race is but mine to command


History of Western Philosophy
by Bertrand Russel (1946)
I've clearly been putting off this post for months, no doubt intimidated by my assumption that my review would have to be as weighty and well-considered as the tome itself.
Overall, I enjoyed it greatly. It is a triumph in illustrating the breadth of the domain to a philosophical layman. It was as fascinating for me for the context in which different movements have arisen, for example the operation and mores of of ancient societies which differed greatly from our own, such as the Spartans.
In truth, my original acquisition of the book was partly motivated by a desire to justify my longstanding dismissal of philosophy as a meaningful discipline, and this narrow minded and self-fulfilling expectation was indeed confirmed to some extent.
The opening portion of the book, about ancient philosophy, made it all too easy to infer that the gems of ancient philosophy are very much rare pinnacles of achievement, set amidst a babble of incoherent theories and proclamations. The valuable ideas must be carefully searched out, extracted and refined, much as one might pan for gold on expansive shores of mud. However, this gratifying exercise in belittlement also brought with it an increment of my understanding as to why I feel this way.
It may be all very well for me to sit here nitpicking from atop the cumulative results of thousands of years of hindsight, but my shrill, gauche layman objections seem to be rarely well presented, and even less often indulged with a sensible rebuttal, so I'm glad that I read the book and gained some context in which to articulate them.
The raising of the intellect above the concerns of mere empiricism, as typified by the schools of Descartes and Plato, seems to be completely undermined by the apparently overlooked fact that there is no objective way of apprising the workings of 'pure reason.' The human mind, of course, is not capable of 'pure reason', if there even is such a thing, and is equally incapable of recognising its presence or absence in any given supposition. As a result, all exercises in deduction are extremely fallible, and this should come as no surprise to anyone who has ever forgotten or misjudged something. Just because the mind is not well understood, that does not make its machinations any less empirical than the evidence of the senses - what seems to us like logic is entirely subject to the vagueries of our implementation, regardless of whether or not our mind's implementation is embodied in our apparent physical brains or not.
To elevate the conclusions reached by this process above the concerns of mere empiricism is to put them beyond the reach of any form of feedback or discernment, a state of affairs which leads to entirely nonsensical stances standing uncontested for hundreds of years.
Because of this, I would argue that the teachings of thinkers such as Plato have in fact hindered the development of modern thought, not just by by blazing trails down several blind alleys, but more critically, by then systematically putting their own conclusions beyond the reach of criticism and refinement, effectively removing the intellectual tools that might have enabled pupils to retrace their steps, and map out the geography of thought more thoroughly.
The second portion of the book is the weakest, dealing with the only form of educated rumination occurring during the middle ages, which was religious in nature. It is perhaps unsurprising that a period such as this is notable for it's lack of original thought, barring individuals every few centuries such as Aquinas. As a result, large parts of this section degenerate into a litany of power struggles, assassinations and coronations, notable only for their tedium.
The final portion deals with modern philosophers, which regains the interest of the early sections, by virtue of describing the works of less religiously restricted protagonists, nurtured by the widening availability of education and communication, resulting in a glorious, chaotic competition of ideas. It was only during this section that I feel I gained an appreciation for the process itself, as opposed to the teachings of individual practitioners.
We, as humans, are rubbish at the act of thinking - we leap to conclusions, exhibit enormous biases, forget things, overlook things, make faulty correlations, are inconsistent, are influenced by personal gain and traumatic past experience, and worst of all: we are incapable of seeing these weaknesses - completely blind to our own incompetence. The means by which we evaluate our own conclusions are tied inextricably to the mechanism which derived them in the first place - we always think we are right.
Given this, it is no surprise that we can never agree on anything. We can never see each other's point of view. Whether tackling the problems of day-to-day life, or pondering the riddles of existence, a million different people will jump in a million different directions, no two quite the same. Most of those ideas turn out to be worthless. Idiocy that is detrimental or ineffectual. Only a few of them stick - and there is no way of knowing the merit or otherwise of any idea unless you have some criteria to judge them by. In day-to-day living, some ideas will allow the individual or group to prosper and be happy. In fields where objective measurement is possible - the sciences - then cumulative progress can be made, as successful ideas are shared and built upon.
However, outside of these domains, we may be captivated and entranced by the enthralling pictures philosophy presents to us, and our lives may be enriched as a result. But without any means of discerning the good ideas from the bad, we are are forever doomed to explore a multitude of alternative, competing, overlapping intellectual explorations, without any knowledge of which ones are meaningful, and which ones are purely fanciful. It may be great fun, but it's masturbation.
Rating: 8/10: The box with which to call me philistine is below:


#assign injection="active">
Put @Singleton
on beans that we want dependency injection on.
These are beans that are created ("wired") by dependency injection and put into the context.
They are then available to be injected into other beans.
Put @Inject
on the constructor that should be used for constructor dependency injection.
Note that if there is only one constructor
we don't need to put the @Inject
on it.
If we want to use field injection put the @Inject
on the field. Note that the field must not
be private
and must not be final
for field injection.
@Singleton public class CoffeeMaker { private final Pump pump; private final Grinder grinder; @Inject public CoffeeMaker(Pump pump, Grinder grinder) { this.pump = pump; this.grinder = grinder; } ...
The above CoffeeMaker is using constructor injection. Both a Pump and Ginder will be injected into the constructor when the DI creates (or "wires") the CoffeeMaker.
Note that if there is only 1 constructor it is used for dependency injection and we don't need
to specify @Inject
.
With Kotlin we frequently will not specify @Inject with only one constructor. The CoffeeMaker constructor injection then looks like:
@Singleton class CoffeeMaker(private val pump: Pump , private val grinder: Grinder) { fun makeCoffee() { ... } }
@Singleton public class CoffeeMaker { @Inject Pump pump; @Inject Grinder grinder; ...
With field injection the @Inject
is placed on the field and the field must not be private
and it must not be final
.
For Kotlin we can consider using lateinit on the property.
@Singleton class Grinder { @Inject lateinit var pump: Pump fun grind(): String { ... } }
We are allowed to mix constructor and field injection. In the below example the Grinder is injected into the constructor and the Pump is injected by field injection.
@Singleton public class CoffeeMaker { @Inject Pump pump; private final Grinder grinder; public CoffeeMaker(Grinder grinder) { this.grinder = grinder; }
We can use java.util.Optional<T>
to inject optional dependencies.
These are dependencies that might not be provided / might not have an available implementation.
@Singleton class Pump { private final Heater heater; private final Optional<|Widget> widget; @Inject Pump(Heater heater, Optional<|Widget> widget) { this.heater = heater; this.widget = widget; } public void pump() { if (widget.isPresent()) { widget.get().doStuff(); } ... } }
Spring users will be familiar with the use of @Autowired(required=false)
for wiring optional dependencies. With DInject we instead use Optional
to inject optional dependencies.
We can inject a java.util.List<T>
of beans that implement an interface.
@Singleton public class CombinedBars { private final List<|Bar> bars; @Inject public CombinedBars(List<|Bar> bars) { this.bars = bars; }
A Singleton bean can implement javax.inject.Provider<T>
to create a bean to
be used in injection.
@Singleton public class FooProvider implements Provider<|Foo> { private final Bazz bazz; FooProvider(Bazz bazz) { this.bazz = bazz; } @Override public Foo get() { // maybe do interesting logic, read environment variables ... return new BasicFoo(bazz); } }
Note that the alternative to using the javax.inject.Provider<T>
interface is
to instead use @Factory
and @Bean
as it is more flexible and convenient than the the provider interface.
The JSR 330 javax.inject.Provider<T>
interface is functionally the same
as Spring DI FactoryBean<T>
.


MEET LINDA
Linda Fields has lived her life with a defining purpose: to serve others and to fight for what is right. She worked for 28 years as a National Organizer & Business Agent for the National Union of Hospital and Healthcare Employees, District 1199C, AFSCME, AFL-CIO until 2018. She has successfully obtained higher and fairer wages, employee benefits and workers’ rights for hospital workers for some of the largest hospital chains in Pennsylvania. She currently works as a Special Assistant for Laborers’ International Union of North America Local 135 in Norristown, PA.
She is currently running in the 2020 Democratic Primary for the Pennsylvania State Senate in the 17th District in Montgomery and Delaware Counties.


Water¶
## Bio: Sonic’s Greatest Weakness and the Most Deadly Hazard. Comes in Many Different Variations. Some of which have functions that are specifically stage locked.
## Attributes:
### Type: Determines the Type of Water that is being used.
- 0 - Initial Water Height Position Marker;
Uses CPZ/HCZ/AIZ Style Water; Starting Height Based on Entity Position (not the values it has)
1 - Bounded Water Box; GHZ Style Water 2 - Water Bubbles 3 - Bounding Boxes for Adjusting Water Height.
### Size: Used for type 1, for the water box itself, and type 3 for the area in which the player can activate the water height adjustment.
### Height: Used in type 3 for setting the water height. In a CPZ/Normal setup, the water level can go up and down between the x and y values of this attribute. In a HCZ however, it will not bob and stay at the level defined by either x or y.
### Speed: For Type 2, Must be higher than 0 for the water to able to change height, the larger it is, the faster the water will move into position.
### Button Tag: Used in HCZ often, with a type 2, this will make the object un-intractable unless the button tag is triggered with a “Button” with the same “tag”.
### R, G, and B: For type 1 only, sets the color of the water, with RGB being all 0 being black, and RGB being all 255 being transparent.
### Priority: Determines the layer the water is Interactable with; The outcome of the value depends on Layer Setup of your scene.
### Destroy on Trigger: Removes the object once the “trigger” from the “Button” to the “tag” we have set has been sent. NOTES: CPZ/HCZ/AIZ Style Water CAN NOT be given a custom water pallet outside of those stage setups. They are hard locked to those stage setup entities. Attempting to use these in zones without water palettes will cause the water to appear transparent (AKA No palette adjustment).


This is a simple DM for those who don't have enough people or want to play as the evil wizard in heroquest. You don't want to see the whole quest before you play or have any player have an advantage so the virtual DM reads out the quest as it occurs.
Quests
01: The Trial
02: The Rescue of Sir Ragnar
03: Lair of the Orc Warlord
04: Prince Magnus' Gold
05: Melar's Maze
06: Legacy of the Orc Warlord
07: The Stone Hunter
08: The Fire Mage
09: Race Against Time
10: Castle of Mystery


Known Bugs¶
As of 29 July 2015
High priority¶
Currently broken or doesn’t exist and should:
- Documentation incomplete
- MCMC fitting code in splat_model.py currently not functional (temporary code in place)
searchLibrary
needs to be ditched in exchange for SQL- calling
searchLibrary(spt = sp, logic = “and”)
returns the full database- no
plotIndices
function- no
spectralBinary
function- no tabular output of data
- need a reddening function
- young objects are not properly selected by
searchLibrary
- these need to be better labeled in source database- need a bibliography tool (feed in bibcode, get out citation information)
Medium priority¶
Annoying but functional:
plotSpectrum
: add inset plotsplotSpectrum
: if you set don’t set “multipage” then layout doesn’t do anythingplotSpectrum
: font scaling is not consistent for all devices - add a fontScale parameter- dividing two spectra cannot be plotted - not sure why
- need a way to store/read in indices
- evolutionary models may not be returning accurate values - this needs to be validated
- if an error occurs or you stop a spectrum download midway, that (blank) file persists and causes problems - deleting in advance does not seem to work
- not entirely sure EW program is returning correct values
Low priority¶
Would be nice if these worked better, or some convenient things to add:
compareSpectra
andplotSpectrum
: would be nice if this plotted the difference spectrumplotSpectrum
: add in alternate feature labelingplotSpectrum
: add more atomic/molecular features- add in subdwarf and gravity standards
- add in mean templates (from Kelle Cruz)
- model fitting that is grid style (i.e., not MCMC)
- visualization for evolutionary model parameters


--- layout: post status: publish published: true title: 'Second Base: The Javier Baez Experience' author: display_name: Luke Jett login: Luke email<EMAIL_ADDRESS>url: '' author_login: Luke author_email<EMAIL_ADDRESS>wordpress_id: 9233 wordpress_url: http://ivyenvy.com/?p=9233 date: '2014-03-21 07:00:52 +0000' date_gmt: '2014-03-21 12:00:52 +0000' categories: - Infield - Minor Leagues tags: - Starlin Castro - Darwin Barney - Javier Baez - Rick Renteria - Alexi Ogando comments: [] ---
Everyone going into Cubs spring training was excited to see one person. No it wasn't Starlin Castro. It was to see Javier Baez. Baez, the Cubs minor league player of the year last season and the top prospect in the organization, is on the cusp of making it to Chicago with the big league club and he has everyone watching.
Baez is a primary shortstop and has played there all through the minors with the Cubs since being drafted in 2011. The only problem is that the Cubs already have a shortstop, the aforementioned Starlin Castro. Going into spring, manager Rick Renteria and the front office said that Javier Baez would try different spots in the infield to accommodate Castro and try to play both of them as they expect Baez to find his way to the majors in 2014. He got his first crack at a second position this last week, playing second base.
During the spring training game on Tuesday against the Rangers, Baez got his first chance to play second base, as he was in the starting lineup hitting fifth. He went 2-5 with an opposite field home run off of Rangers' starter Alexi Ogando. It has been the only day he has started at second so far, but he's expected to get more time there as spring rolls on before he is sent to Iowa to start the season.
Now, everyone continues to ask the question if Baez will leave camp and head to Pittsburgh with the big league club. But, he is not. He will be the starting shortstop at Iowa for the length of time till the Super Two deadline, even if he does continue to crush baseballs and send Twitter into a frenzy every time he is at the plate.
Regardless, Renteria will continue putting him in the lineup at second, just in case. If Castro can hit the way he did before last year and Baez can continue hitting baseballs 450 plus feet, that can be a dangerous combo in the middle of the infield. Sorry Darwin Barney, you're getting benched for Javy time.


Filtering
In our testing, we found the ranging data to be quite noisy. With only three anchors, the linear least squares algorithm is quite noise sensitive. As such, some filtering on the ranging data is necessary.
The Arduino DWM1000 library by thotro has a built-in (exponential moving average](https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) filter that can be enabled with a single call to DW1000Ranging.useRangeFilter(true);
. This is a very computationally low-cost choice and definitely a good place to start.
Early on, we took some raw data from pairs of DWM1000 modules in various locations. An example of this data is below:
As you can see, the noise is dominated by sharp peaks lasting only a sample or two. For this type of noise, a median filter is often a more effective choice. While any kind of moving average filter is always going to be affected at least a little by an extremely out of range value, a median filter will allow such valus to slide through without changing output.
Shown below are the results of a simple median filter overlayed in red against another raw data set in black.
"Median filtered data")


Wolfgang Amadeus Mozart is considered to be one of the greatest musical minds that ever lived, his genius lives on on the hundreds of compositions that have captivated the minds and hearts of, not only millions of people that enjoy them, but also most of the best composers to this day.
There are many beautiful stories and anecdotes about him, and much of his personality has survived through his body of work and also through the extensive amount of letters that he exchanged with his family members.
I will share here only one short and well documented anecdote, if you are interested in learning more about this incredible master I encourage you to follow this link, since I will not get into the biographical details here.
There was a time when certain musical works where considered sacred, this was the case with the famous Miserere, by Gregorio Allegri.
This remarkable work was to be performed in the Vatican only during passover, and never written down under penalty of excommunication. This did not stop young Mozart, who sat down at mass to hear the work, and rushed home to write it down (from memory).
"The most tremendous genius raised Mozart above all masters, in all centuries and in all the arts."
"Beethoven I take twice a week, Haydn four times, and Mozart every day!"
This was my first html project. Nicolas Reboredo, 2016.


Zookeeper 4 Letter Word Netcat No Response
Problem
To report Zookeeper service health, we use the 4 letter word (4LW) command
ruok
and check that response is imok
.
netcat
is the channel via which the message is
sent.
After upgrading the operating system from Ubuntu 16.04
to 18.04
, we see that
intermittently there is no response. Hmm…
Triage
Is Zookeeper getting those commands?#
A simple bash script can be used to verify this:
#!/bin/bash
for i in {1..10}
do
status=$(echo "ruok" | nc localhost 2181)
echo -e "try ${i}: ${status}"
done
Output looks suspect:
root@zk-node:~# ./check_zk.sh
try 1: imok
try 2: imok
try 3: imok
try 4: imok
try 5: imok
try 6:
try 7: imok
try 8:
try 9: imok
try 10: imok
root@zk-node:~#
But Zookeeper service has no issues processing the requests:
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,054 [myid:] - INFO [NIOWorkerThread-31:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49880
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,091 [myid:] - INFO [NIOWorkerThread-22:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49882
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,110 [myid:] - INFO [NIOWorkerThread-20:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49884
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,125 [myid:] - INFO [NIOWorkerThread-4:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49886
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,139 [myid:] - INFO [NIOWorkerThread-3:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49888
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,153 [myid:] - INFO [NIOWorkerThread-1:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49890
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,166 [myid:] - INFO [NIOWorkerThread-23:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49892
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,179 [myid:] - INFO [NIOWorkerThread-11:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49894
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,190 [myid:] - INFO [NIOWorkerThread-9:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49896
Jul 24 22:21:07 zk-node zookeeper[23515]: 2020-07-24 22:21:07,201 [myid:] - INFO [NIOWorkerThread-5:NIOServerCnxn@507] - Processing ruok command from /<IP_ADDRESS>:49898
No errors or warnings or exceptions. Looks like it is responding just fine.
4LW commands do not work consistently#
Next, we tried looking for various causes that result in 4LW commands silently failing. Bumped into this known Zookeeper issue ZOOKEEPER-737: some 4 letter words may fail with netcat (nc) 1.
Now we did not observe any exceptions in ZK logs - probably because we’re
using a later version of ZK - v3.6.1
. But it does seem like a plausible
root cause.
A StackOverflow post 2 points to the same with a fix to add delay in netcat before closing the channel.
Solution
Add delay to netcat before closing the channel#
Based on the StackOverflow post 2, we added the -q 1
flag;
which adds a 1 second delay after sending the message and before it closes
the channel.

The goal of any platform - it works or it doesn’t; either is fine, as long as it does that consistently.
TIL


Data Economies and Data Governance
The data economies and data governance working group aims to better understand the challenges that arise across the data pipeline from creation, ownership, accessibility, and sharing to data analysis and use. We are especially interested in understanding how access and sharing affect the benefits of the global data economy, and whether benefits are distributed evenly among communities in the Global North and South. In addition to data accessibility, sharing and data colonialism, we study related topics such as privacy, security, and the cultural norms that govern these practices.
The project page for the group is available at this link.
Working Group Organizers
| Ali Alkatib | Director of the Center for Applied Data Ethics | University of San Francisco |
| Charles Cui | Ph.D. Student in Computer Science | Northwestern University |
Working Group Members
| Rediet Abebe | Junior Fellow | Harvard University |
| Elie Alhajjar | Assistant Professor | United States Military Academy |
| Endris Mohammed Ali | PhD Student | Adama Science and Technology University |
| Kehinde Aruleba | Researcher | University of Witwatersrand |
| Matt Boulos | Entrepreneur | Cognomos Inc. |
| Charles Cui | Ph.D. Student in Computer Science | Northwestern University |
| Mihaela Curmei | Ph.D. Student | UC Berkeley |
| Su Goh | Undergraduate Student | McGill University |
| Lauri Goldkind | Associate Professor | Fordham University |
| Abhishek Gupta | Founder | Montreal AI Ethics Institute |
| Andy Haupt | Ph.D. Student in Social & Engineering Systems | MIT |
| Rebecca Jones | Ph.D. Candidate | Brigham Young University |
| Matthew Kenney | Assistant Research Professor | Duke University |
| Jackson Killian | Ph.D. Student in Computer Science | Harvard University |
| Zachary Kilhoffer | Researcher | Centre for European Policy Studies |
| Sara Kingsley | Ph.D. Scholar | Carnegie Mellon University |
| Kweku Kwegyir-Aggrey | Ph.D. Student | Brown University |
| Krystal Maughan | Ph.D. Student | University of Vermont |
| Eric Mibuari | Ph.D. Student | Harvard University |
| Aatish Neupane | ||
| Bikalpa Neupane | Ph.D. Student in Informatics & Human Computer Interaction | State College, Pennsylvania |
| Nkiru Odu | Ph.D. Student in Computer Science | African University of Science and Technology, Abuja |
| Ifeoma Okoh | MSc. Student | University of Ibadan |
| Ahmed Babajide Olanrewaju | System Analyst | University of Ibadan |
| Yim Register | Ph.D. Student | University of Washington |
| Sekou Remy | Research Scientist | IBM, Africa |
| Josh Rudow | City of Austin | |
| Preethi Seshadri | Ph.D. Student | University of California, Irvine |
| Lewis Tanguhwar | Researcher | University of Agriculture, Makurdi |
| Yixin Wang | Ph.D. Student in Statistics | Columbia University |
| Mark E. Whiting | Postdoc | University of Pennsylvania |


For gaining wisdom and instruction;
for understanding words of insight; for receiving instruction in prudent behavior, doing what is right and just and fair;
for giving prudence to those who are simple, knowledge and discretion to the young— let the wise listen and add to their learning,
and let the discerning get guidance—
The fear of the Lord is the beginning of knowledge, but fools despise wisdom and instruction.
-Proverbs 1:1-7
E-mail sent to:
<EMAIL_ADDRESS>-OR-
Call Steve Ulrich:
(717) 884-9871


Starship Troopers (1997) Rated R for graphic sci-fi violence and gore, and for some language and nudity. ---------- Out of 4 stars: ***1/2 (3 1/2 Stars)
Starring: Casper Van Dien, Denise Richards, Dina Meyer, Jake Busey, Neil Patrick Harris, Patrick Muldoon, and Michael Ironside.
Ladies and gentlemen, 1997's INDEPENDENCE DAY is here! It's title: STARSHIP TROOPERS. And surprisingly, it is more entertaining than ID4. I realize that I gave last year's sci-fi hit a 4 star rating, but I was under the spell of the powerful first hour. After subsequent viewings, I feel that INDEPENDENCE DAY really wasn't as great as it seemed--though I still give it a positive review. STARSHIP TROOPERS, on the other hand, has a mocking sense of humor, knowing perfectly well how ridiculous it may seem. As a result, STARSHIP TROOPERS is a more exciting, energetic, and lively science fiction film. In fact, I probably could never get tired of watching this film.
STARSHIP TROOPERS is very reminiscient of STAR WARS, another kick-ass space opera which reinvented the sci-fi drama altogether. While STARSHIP TROOPERS is no STAR WARS, it comes quite close, and the easiest assessment would be to call this film: "The 'Star Wars' of the 90s." Am I being to generous to this film? Perhaps, but when a science fiction film comes along that can mix humor and romance, effectively, into the warring races. In essence, this is the science fiction equivolence of Pulp Fiction. The easiest way to write a review of this film would be to compare it to other science fiction films, and I may have to. STARSHIP TROOPERS is not quite an original film persay, but director Paul Verhoeven gives the film a "kick-the-aliens'-asses" style. ID4 had this same style, except it was forced, most likely the cause of Will Smith having a major role.
This new "Star Wars" has a very simple, basic plot: mankind vs. an alien species. The alien species in question here is the Bugs, a seemingly advanced civilization of arachnid-type insects. However, the underlying morals of STARSHIP TROOPERS are fleshed out with deadly accuracy. Sometimes the morals are buried by the bloody violence and intense action scenes, but during quiet moments, we realize that STARSHIP TROOPERS has something to tell us about our civilization. More than likely, these morals will be overpowered and quickly forgotten by the time the movie ends. And they should be. I doubt Verhoeven intended this film to be a thought-provoking film. This is an "event" film, but surprisingly above average. It is extremely refreshing to watch a sci-fi war film, and actually root for the human side (something INDEPENDENCE DAY never achieved).
STARSHIP TROOPERS begins with a satirical portrayal of those strange "Join the Army" ads. Mixing a Web-based interface, these summations of events are refreshingly original. Stating, "Would you like to know more?", these short news bulletins give the film an immediate sense of humor, and we know we should not take it seriously. However, we also witness the murder of several troopers in battle, in a gory, yet funny, way. After witnessing the slaughter, the film jumps back one year, to setup what we just saw. We are introduced to Johnny Rico (Casper Van Dien) and Carmen Ibanez (Denise Richards). Rico flirts with Carmen by sending her messages over computer terminals in school classrooms. However, Carmen isn't as interested in Rico as she is in becoming a pilot. However, another classmate, Dizzy Flores (Dina Meyer), has her eye on Rico. Unfortunately, Rico isn't interested in Dizzy. This setup is rather cliched, as is the result of the setup, but it still is fun to watch.
Carmen signs up to become a starship trooper, and as a result, Rico signs up. And as a result, Dizzy signs up. Everyone is assigned a certain position in the academy: Carmen gets the pilot position she wanted, Carl Jenkins (Neil Patrick Harris), a psychic, gets a position in the training program, and Rico is left in the lowest class of the Starship Troopers: the Mobile Infantry. The main story follows Rico through his trials and relationships. In reality, I found myself watching a space version of "Melrose Place," but with better special effects. An hour into the film, the war begins. A sense of tension grew in the audience I watched this film with. The first hour may have been a funny (sometimes unintentionally) setup, but we grew to care for the flat characters, because no matter how hard I tried not to like the characters, their gorgeous looks won me over (call me superficial, if you must). Following the training sessions, which had many dramas in themselves (too many to mention here), the troopers are sent to war. The Bugs live on the planet Klendathu, a planet which consists of dirt and rock, and pretty much nothing else. Many dramas occur during the war, until finally the troopers realize that their is something behind the Bugs' attacks. A sort of intelligence which masterminds the defense. The troopers are ordered to locate the "brain" and capture it.
I hopefully left the plot as vague as possible, because STARSHIP TROOPERS is not about plot. It's about special effects and gory violence. Director Verhoeven, most known for his nudie film SHOWGIRLS and BASIC INSTINCT, returns to his sci-fi days, which gave us good films like Total Recall. Verhoeven likes to push the envelope of the MPAA, but despite all the violence, the comic book feel gives the film a sense of falsehood. STARSHIP TROOPERS is extremely violent, with more gore than this year's EVENT HORIZON. The R rating is well deserved, and hopefully parents will not allow their 12 year old children to see it. My guess is that Verhoeven's target audience is the 18 to 25 male group. The film has a testosterone level off the charts, with chiseled men and beautiful women. Despite these superficial elements, STARSHIP TROOPERS also creates a world which made STAR WARS so successful. While watching the film, we never second guess the character's decisions because they seem perfectly clear. Thankfully, no hero is punching aliens in the face, which gives the flat characters some depth for which we can identify with.
The cast of STARSHIP TROOPERS is quite annoying to begin with, but they soon grow on you. Casper Van Dien has the chiseled facial features and tan skin which will make most girls swoon. To most guys, he will come across as artificial. Fortunately, Van Dien is the worst of the cast, despite how hard he tries to come off as a real character. Dina Meyer does a much better job of fleshing out her character. Her Dizzy is extremely likeable. Denise Richards also does a good job, and her scenes are very well done. Jake Busey, Gary Busey's son, gives a wonderfully funny performance, and provides one of the biggest laughs of the film. Neil Patrick Harris (remember, he was Doogie Howser) is a little wooden, and slightly out of place with the rest of the cast. However, he does give a good performance. Michael Ironside gives the best performance of the film as the teacher with one arm. His performance rises above the rest. Perhaps it is because his character is the most developed, but I think it is just Ironside's presence on screen. Unfortunately, no particular cast member gives a star-making performance, which is too bad because the material here could have made many of the cast members stars.
Director Verhoeven is the main star of the film. His direction is fast and unrelentless. He never slows down his pace, which makes for a wild ride. Writer Edward Neumeier adapted the screenplay from the book by Robert Heinlein. The writing is usually very funny, and sometimes very corny. The dialogue is smart but not too smart. We aren't required to know everything, but some plot holes are left unanswered. Thankfully we are not intended to notice, and we really don't (except for one which lingered in my mind for quite a while). Amazingly, with all the wars and romance going on, the screenplay manages to include some surprising governmental issues. In fact, these governmental changes seem fairly plausible, and this adds another layer to the story. The moral debate of the characters is quite surprising to find in a film of this genre, but what is even more surprising is the amount of humor included into all the carnage. I haven't laughed this loud, even in some comedies. Oh, and the special effects are first rate.
STARSHIP TROOPERS is rated R for graphic sci-fi violence and gore, and for some language and nudity. Believe me when I say this: don't take young kids to see this film. It is extremely violent. In fact, it is probably the most violent film out this year. However, if you are old enough (over 17) to see it, STARSHIP TROOPERS is guaranteed to entertain. It's been a long time since I have cheered for the heros, while also cheering for the bad guys. And still, it is my dream to see a sci-fi film in which the alien race destroys mankind, and take over the world. Now that would be entertaining!
Reviewed by Respect<EMAIL_ADDRESS>http://www.aros.net/~respect/movies.html
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;
Node DB 4 Guided Project
Guided project for Node DB 4 Module.
Prerequisites
Project Setup
-
[ ] import and clone this repository.
-
[ ] CD into the folder where you cloned your version.
-
[ ] type
npm i
to download dependencies.
-
[ ] type
npm run server
to start the API.
Please follow along as the instructor uses Knex migrations and seeding to create a multi-table database schema.
Good Data Model (opinion)
-
captures all the data needed by system
-
captures only data needed by system
-
reflects reality from system’s POV
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is flexible, can evolve with system’s needs
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guarantees data integrity w/o sacrificing too much performance
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is driven by way we access data
Components
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entities (resources): nouns –> tables
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properties (column, fields, attributes) –> columns
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relationships –> foreign keys
Workflow
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identify entities (resources): nouns –> tables
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identify relationships –> foreign keys
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identify properties (column, fields, attributes) –> columns
Relationships
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one to one: rare
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one to many: most common type
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many to many: smoke and mirrors, a trick
Mantras
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Every table must have primary key
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Work on two or three entities at a time
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One to many relationship requires foreign key
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The foreign key goes on the many side
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Many to many requires a third table
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The third table can have other columns


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Intel gave a press brief about its road-map of upcoming storage and Intel Optane memory in Korea. Intel showed the upcoming consumer and data center storage and Intel Optane memory products. It includes Intel's 660p M.2 NVMe SSD, Workstations Optane Memory DIMMS and future road-map. As per the Intel's road-map.


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JavaScript Calculator
|| Chaining follows order of operations ||
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Designed and coded by
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class: center, middle, inverse, title-slide # What the Git is going on here?
##
RStudio Capstone Project Proposal ### 2019/04/24 --- class: inverse, center, middle # Introduction --- # Introduction - Git is a Version Control System to track changes to different files - People use Git to collaborate from SE to DS - However when using Git we might encounter some problems --  --- # Introduction  --- # Introduction - RStudio is interested in developing a new tool for Git users - For this we want to understand how people use Git - What works for workflows - What is hindering workflows - **What are those workflows?** - We only have data to answer one of these questions - Access to commit history --- # Introduction - Getting the data - GitHub API - Sampling & Rate Limiting - GitHub Torrent - Mines the GitHub API for all latest pushs - Tracks all of the repos and makes it available in a MySQL database - This means 4TB of overall data -- ![](https://cdn-images-1.medium.com/max/1200/1*A8liBoeAwAZg7rDu394jYg.png) --- # Introduction - Getting the data - Multiple tables containing information about projects, commits, users, issues, etc. - Pipeline process: - Sample 1 million projects in the DB - Get the commits for all the projects - Get the parents of the commits for all the projects - Save to Buckets for export and storage - Reproducibility in scope - SQL Versioning - Data Versioning --- # Introduction - Data Structure - How do we represent a history of commits? -- #### Graphs - Git is not any type of graph, it is a Directed Acyclic Graph (DAG) - Nodes/Vertices --> Commits - Edges --> Connection from one commit to the other  --- # Introduction - EDA: Simple Repo ![](imgs/branch_test1.png) --- # Introduction - EDA: Complex Repo ![](imgs/branch_test.png) --- # Introduction - Questions - With the scope of designing a new tool to fix issues with Git and with the data that we have available we try to answer two questions: -- ### What are common sub-patterns in the way people use Git? -- ### What are workflow patterns across Git repositories? --- class: inverse, center, middle # Analysis ## What are common sub-patterns in the way people use Git? --- ## Inspiration - genetic data - comparing to git workflow representation - similarity: sequence, i.e. directed - difference: fixed length, fixed variation (can apply one-hot encoding) ![](imgs/dna_matrix.png) ![](imgs/dna_encoding.png) --- ## Inspiration - genetic data - current trend of genetic data study - DeepVariant - converting DNA sequences to images and feeding them through a convolutional neural network ![](imgs/dna_image.png) [Source: https://blog.floydhub.com/exploring-dna-with-deep-learning/] --- ## Inspiration - social network analysis (SNA) - comparing to git workflow representation - similarity: directed - difference: goal is to predict linkage existence - can learn from - the first step of SNA: learning structural features of connected graph - using sequence generating algorithms: node2vec [Source: http://terpconnect.umd.edu/~kpzhang/paper/INFOCOMM2018.pdf] --- ## Approach - `Node2vec` .pull-left[- Samples network neighborhoods of each node using the biased random walks - Based on `Weisfeiler-Lehman Graph Kernels` - iterate nodes and edges, relabel and group, represent the features in a vector] .pull-right[![](imgs/wl_kernel.png)] --- ## Approach - `sub2vec` - learn a feature representation of each subgraph, maximize properties in the latent feature space - preserve two properties - `Neighborhood`: neighborhood information of all the nodes, sets of all paths(annotated by node IDs) - `Structural`: the subgraph structure (clique, degree, size of subgraph) -- - advantage: better accuracy, incorporate the properties of entire subgraphs - disadvantage: assume unweighted undirected graphs, but can be extended ![](imgs/sub2vec.png) [Source: https://link.springer.com/chapter/10.1007/978-3-319-93037-4_14] --- ## Approach - Motifs - What is a Motif? - A subgraph which occurs in a network at a much higher frequency than random chance .pull-left[ ] .pull-right[] --- class: inverse, center, middle # Analysis ## What are workflow patterns across Git repositories? --- ## Graph2Vec Background > "[Node2Vec and Sub2Vec] only model local similarity within a confined neighborhood and fails to learn global structural similarities that help to classify similar graphs together" -- > "a neural embedding framework named graph2vec to learn data-driven distributed representations of arbitrary sized graphs." -- > "graph2vec's embeddings are learnt in an unsupervised manner and are task agnostic." --- ## Graph2Vec Background ![](imgs/g2v_flow2.png) [Source: https://arxiv.org/pdf/1707.05005.pdf] --- ## Clustering Embeddings from Graph2Vec Model ![](imgs/g2v_clusters.png) [Source: https://www.datascience.com/blog/k-means-clustering] --- ## Graph2Vec Limitations > Graph2Vec currently works with undirected graphs, therefore we will have to make modifications to support directed graphs. -- > Graph2Vec only helps us address the second question (unless we can find a way to extract the learned subgraphs from the neural network). --- # Wrap-up ### What are common sub-patterns in the way people use Git? Use [Node/Sub/Graph]2Vec or Motif's to find high-frequency sub-graphs found across many git projects. -- ### What are workflow patterns across Git repositories? Use Graph2Vec to cluster common projects together and classify them into categories based on visible properties of their graphs. --- # Projected Timeline | Milestone | Date | |---|---| | Proposal Presentation | 4/26 | | Proposal Report (to mentor) | 4/30 | | Proposal Report (to partner) | 5/3 | | End-to-end analysis | 5/10 | | Complete workflow patterns across Git repositories | 5/24 | | Choose best method for subgraph analysis | 5/31 | | Choose and demonstrate output from subgraph analysis | 6/7 | | Complete subgraph analysis | 6/14 | | Final Presentation | 6/17-18 | | Final Report (to mentor) | 6/21 | | Final Report (to partner) and Data Product | 6/26 | --- class: inverse, middle # Acknowledgments - RStudio - Greg Wilson - UBC-MDS Teaching Team - Tiffany Timbers - UBC-MDS Students


@layout("Home"){
Welcome to Stud-Books, a place where you can find very usefull books that can help you learn your selected topic.


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| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
public interface RegisteredResource
A resource that's been registered in the OSGi controller.
Data can be either an input stream or a dictionary.
Registered resources are processed by a ResourceTransformer
.
| Method Summary | |
|---|---|
Dictionary<String,Object> |
getDictionary()
Return this resource's dictionary. |
String |
getDigest()
Return this resource's digest. |
String |
getEntityId()
Return the identifier of the OSGi "entity" that this resource represents, for example "bundle:SID" where SID is the bundle's symbolic ID, or "config:PID" where PID is config's PID. |
InputStream |
getInputStream()
Return an input stream with the data of this resource. |
int |
getPriority()
Return the priority of this resource. |
String |
getScheme()
Return the scheme from where the artifact is orginated. |
String |
getType()
Return the type of this resource. |
String |
getURL()
Return this data's url. |
| Method Detail |
|---|
String getScheme()
String getURL()
getScheme()
followed by a colon, followed by a unique identifier of
the resource within the providers space..
String getType()
InputStream getInputStream() throws IOException
IOException
Dictionary<String,Object> getDictionary()
String getDigest()
int getPriority()
String getEntityId()
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| FutureResult {future} | R Documentation |
Results from resolving a future
FutureResult( value = NULL, visible = TRUE, stdout = NULL, conditions = NULL, rng = FALSE, ..., started = .POSIXct(NA_real_), finished = Sys.time(), version = "1.8" ) ## S3 method for class 'FutureResult' as.character(x, ...) ## S3 method for class 'FutureResult' print(x, ...)
value |
The value of the future expression.
If the expression was not fully resolved (e.g. an error) occurred,
the the value is |
visible |
If TRUE, the value was visible, otherwise invisible. |
conditions |
A list of zero or more list elements each containing a captured condition and possibly more meta data such as the call stack and a timestamp. |
rng |
If TRUE, the |
... |
(optional) Additional named results to be returned. |
started, finished |
POSIXct timestamps when the evaluation of the future expression was started and finished. |
version |
The version format of the results. |
This function is only part of the backend Future API. This function is not part of the frontend Future API.
An object of class FutureResult.
The FutureResult structure is under development and may change at anytime, e.g. elements may be renamed or removed. Because of this, please avoid accessing the elements directly in code. Feel free to reach out if you need to do so in your code.


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July 29
Thy word is a lamp unto my feet, and a light unto my path. Psalm 119:105
As long as you live by the Word of God, you never have to be in the dark again. You never have to remain in confusion about which path to take. You never have to grope blindly along, struggling to find your own way. Isn't that great? Isn't it exciting to know that the Word of God will give you all the light you need every day of your life if you'll allow it to?
Build your faith in that Word and renew your commitment to it as you make this confession today: "Father, in the Name of Jesus, I commit myself to walk in Your Word. I recognize that Your Word is integrity itself-- steadfast, sure, eternal--and I trust my life to its provisions.
"You have sent Your Word forth into my heart. I let it dwell in me richly in all wisdom. It does not depart out of my mouth; I meditate in it day and night so that I may diligently act on it.
"I thank You, Father, that Your Word is my counsel, my shield, my buckler, my powerful weapon in battle. It is a lamp unto my feet and a light unto my path. It makes my way straight before me, and I never stumble or fall for my steps are ordered by Your Word. "I recognize the strategies and deceits of Satan and I put a stop to them by speaking Your Word out of my mouth in faith.
"I am confident, Father, that You are at work in me both to will and to do Your good pleasure. I exalt Your Word. I hold it in high esteem and give it first place in my life. I boldly and confidently say that my heart is fixed and established on the solid foundation--the living Word of God. Amen!"
Scripture Reading: Psalm 119:89-105


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Uses of Class
com.opengamma.strata.basics.date.DaysAdjustment
-
Packages that use DaysAdjustment Package Description com.opengamma.strata.basics.date Tools for working with dates.com.opengamma.strata.basics.index Entity objects describing common market indices, such as LIBOR and FED FUND.com.opengamma.strata.loader.csv Loader that reads market data from CSV files.com.opengamma.strata.loader.fpml Loader that can convert files to financial instruments.com.opengamma.strata.market.curve Definitions of curves.com.opengamma.strata.measure.fxopt Calculation functions for FX option products.com.opengamma.strata.product.bond Entity objects describing bonds.com.opengamma.strata.product.capfloor Entity objects describing Ibor cap/floor.com.opengamma.strata.product.cms Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.com.opengamma.strata.product.credit Entity objects describing Credit Default Swap (CDS) and CDS index.com.opengamma.strata.product.credit.type Conventions and templates to aid the construction of credit instruments.com.opengamma.strata.product.deposit Entity objects describing financial instruments representing a simple deposit with interest.com.opengamma.strata.product.deposit.type Conventions and templates to aid the construction of deposits.com.opengamma.strata.product.fra Entity objects describing a forward rate agreement (FRA).com.opengamma.strata.product.fra.type Conventions and templates to aid the construction of FRAs.com.opengamma.strata.product.fx.type Conventions and templates to aid the construction of foreign exchange products.com.opengamma.strata.product.index.type Conventions and templates to aid the construction of rate index products.com.opengamma.strata.product.swap Entity objects describing a swap.com.opengamma.strata.product.swap.type Conventions and templates to aid the construction of rate swaps.com.opengamma.strata.product.swaption Entity objects describing options on swaps, known as swaptions. -
-
Uses of DaysAdjustment in com.opengamma.strata.basics.date
Fields in com.opengamma.strata.basics.date declared as DaysAdjustment Modifier and Type Field Description static DaysAdjustment
DaysAdjustment. NONE
An instance that performs no adjustment.Methods in com.opengamma.strata.basics.date that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
MarketTenor. adjustSpotLag(DaysAdjustment marketConventionalSpotLag)
Adjusts the market conventional spot lag to match the market tenor.DaysAdjustment
DaysAdjustment.Builder. build()
DaysAdjustment
DaysAdjustment. normalized()
Normalizes the adjustment.static DaysAdjustment
DaysAdjustment. ofBusinessDays(int numberOfDays, HolidayCalendarId holidayCalendar)
Obtains an instance that can adjust a date by a specific number of business days.static DaysAdjustment
DaysAdjustment. ofBusinessDays(int numberOfDays, HolidayCalendarId holidayCalendar, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of business days.static DaysAdjustment
DaysAdjustment. ofCalendarDays(int numberOfDays)
Obtains an instance that can adjust a date by a specific number of calendar days.static DaysAdjustment
DaysAdjustment. ofCalendarDays(int numberOfDays, BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of calendar days.Methods in com.opengamma.strata.basics.date that return types with arguments of type DaysAdjustment Modifier and Type Method Description Class<? extends DaysAdjustment>
DaysAdjustment.Meta. beanType()
Methods in com.opengamma.strata.basics.date with parameters of type DaysAdjustment Modifier and Type Method Description DaysAdjustment
MarketTenor. adjustSpotLag(DaysAdjustment marketConventionalSpotLag)
Adjusts the market conventional spot lag to match the market tenor. -
Uses of DaysAdjustment in com.opengamma.strata.basics.index
Methods in com.opengamma.strata.basics.index that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
IborIndex. getEffectiveDateOffset()
Gets the adjustment applied to the fixing date to obtain the effective date.DaysAdjustment
ImmutableIborIndex. getEffectiveDateOffset()
Gets the adjustment applied to the fixing date to obtain the effective date.DaysAdjustment
FxIndex. getFixingDateOffset()
Gets the adjustment applied to the maturity date to obtain the fixing date.DaysAdjustment
IborIndex. getFixingDateOffset()
Gets the adjustment applied to the effective date to obtain the fixing date.DaysAdjustment
ImmutableFxIndex. getFixingDateOffset()
Gets the adjustment applied to the maturity date to obtain the fixing date.DaysAdjustment
ImmutableIborIndex. getFixingDateOffset()
Gets the adjustment applied to the effective date to obtain the fixing date.DaysAdjustment
FxIndex. getMaturityDateOffset()
Gets the adjustment applied to the fixing date to obtain the maturity date.DaysAdjustment
ImmutableFxIndex. getMaturityDateOffset()
Gets the adjustment applied to the fixing date to obtain the maturity date.default DaysAdjustment
FloatingRateName. toIborIndexFixingOffset()
Checks and returns the fixing offset associated with the Ibor index.DaysAdjustment
ImmutableFloatingRateName. toIborIndexFixingOffset()
Methods in com.opengamma.strata.basics.index that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableIborIndex.Meta. effectiveDateOffset()
The meta-property for theeffectiveDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFxIndex.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableIborIndex.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFxIndex.Meta. maturityDateOffset()
The meta-property for thematurityDateOffset
property.Methods in com.opengamma.strata.basics.index with parameters of type DaysAdjustment Modifier and Type Method Description ImmutableIborIndex.Builder
ImmutableIborIndex.Builder. effectiveDateOffset(DaysAdjustment effectiveDateOffset)
Sets the adjustment applied to the fixing date to obtain the effective date.ImmutableFxIndex.Builder
ImmutableFxIndex.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the adjustment applied to the maturity date to obtain the fixing date.ImmutableIborIndex.Builder
ImmutableIborIndex.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the adjustment applied to the effective date to obtain the fixing date.ImmutableFxIndex.Builder
ImmutableFxIndex.Builder. maturityDateOffset(DaysAdjustment maturityDateOffset)
Sets the adjustment applied to the fixing date to obtain the maturity date. -
Uses of DaysAdjustment in com.opengamma.strata.loader.csv
Methods in com.opengamma.strata.loader.csv that return DaysAdjustment Modifier and Type Method Description static DaysAdjustment
CsvLoaderUtils. parseDaysAdjustment(CsvRow row, String daysField, String daysCalField, String cnvField, String calField)
Parses days adjustment from CSV. -
Uses of DaysAdjustment in com.opengamma.strata.loader.fpml
Methods in com.opengamma.strata.loader.fpml that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
FpmlDocument. parseRelativeDateOffsetDays(XmlElement baseEl)
Converts an FpML 'RelativeDateOffset' to aDaysAdjustment
. -
Uses of DaysAdjustment in com.opengamma.strata.market.curve
Methods in com.opengamma.strata.market.curve that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
DepositIsdaCreditCurveNode. getSpotDateOffset()
Gets the offset of the start date from the trade date.DaysAdjustment
SwapIsdaCreditCurveNode. getSpotDateOffset()
Gets the offset of the start date from the trade date.Methods in com.opengamma.strata.market.curve that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
DepositIsdaCreditCurveNode.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
SwapIsdaCreditCurveNode.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.market.curve with parameters of type DaysAdjustment Modifier and Type Method Description static DepositIsdaCreditCurveNode
DepositIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)
Returns a curve node for a term deposit.static SwapIsdaCreditCurveNode
SwapIsdaCreditCurveNode. of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)
Returns a curve node for a standard fixed-Ibor swap.DepositIsdaCreditCurveNode.Builder
DepositIsdaCreditCurveNode.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the start date from the trade date.SwapIsdaCreditCurveNode.Builder
SwapIsdaCreditCurveNode.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the start date from the trade date. -
Uses of DaysAdjustment in com.opengamma.strata.measure.fxopt
Methods in com.opengamma.strata.measure.fxopt that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
FxOptionVolatilitiesNode. getExpiryDateOffset()
Gets the offset of the expiry date from the delivery date.DaysAdjustment
FxOptionVolatilitiesNode. getSpotDateOffset()
Gets the offset of the spot value date from the valuation date.Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
FxOptionVolatilitiesNode.Meta. expiryDateOffset()
The meta-property for theexpiryDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
FxOptionVolatilitiesNode.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.measure.fxopt with parameters of type DaysAdjustment Modifier and Type Method Description FxOptionVolatilitiesNode.Builder
FxOptionVolatilitiesNode.Builder. expiryDateOffset(DaysAdjustment expiryDateOffset)
Sets the offset of the expiry date from the delivery date.static FxOptionVolatilitiesNode
FxOptionVolatilitiesNode. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)
Creates an instance.FxOptionVolatilitiesNode.Builder
FxOptionVolatilitiesNode.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the valuation date. -
Uses of DaysAdjustment in com.opengamma.strata.product.bond
Methods in com.opengamma.strata.product.bond that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
CapitalIndexedBond. getExCouponPeriod()
Gets ex-coupon period.DaysAdjustment
CapitalIndexedBondSecurity. getExCouponPeriod()
Gets ex-coupon period.DaysAdjustment
FixedCouponBond. getExCouponPeriod()
Gets ex-coupon period.DaysAdjustment
FixedCouponBondSecurity. getExCouponPeriod()
Gets ex-coupon period.DaysAdjustment
Bill. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
BillSecurity. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
CapitalIndexedBond. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
CapitalIndexedBondSecurity. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
FixedCouponBond. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
FixedCouponBondSecurity. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ResolvedBill. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ResolvedCapitalIndexedBond. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ResolvedFixedCouponBond. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.Methods in com.opengamma.strata.product.bond that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
CapitalIndexedBond.Meta. exCouponPeriod()
The meta-property for theexCouponPeriod
property.org.joda.beans.MetaProperty<DaysAdjustment>
CapitalIndexedBondSecurity.Meta. exCouponPeriod()
The meta-property for theexCouponPeriod
property.org.joda.beans.MetaProperty<DaysAdjustment>
FixedCouponBond.Meta. exCouponPeriod()
The meta-property for theexCouponPeriod
property.org.joda.beans.MetaProperty<DaysAdjustment>
FixedCouponBondSecurity.Meta. exCouponPeriod()
The meta-property for theexCouponPeriod
property.org.joda.beans.MetaProperty<DaysAdjustment>
Bill.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
BillSecurity.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
CapitalIndexedBond.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
CapitalIndexedBondSecurity.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
FixedCouponBond.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
FixedCouponBondSecurity.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedBill.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedCapitalIndexedBond.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedFixedCouponBond.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.Methods in com.opengamma.strata.product.bond with parameters of type DaysAdjustment Modifier and Type Method Description CapitalIndexedBond.Builder
CapitalIndexedBond.Builder. exCouponPeriod(DaysAdjustment exCouponPeriod)
Sets ex-coupon period.CapitalIndexedBondSecurity.Builder
CapitalIndexedBondSecurity.Builder. exCouponPeriod(DaysAdjustment exCouponPeriod)
Sets ex-coupon period.FixedCouponBond.Builder
FixedCouponBond.Builder. exCouponPeriod(DaysAdjustment exCouponPeriod)
Sets ex-coupon period.FixedCouponBondSecurity.Builder
FixedCouponBondSecurity.Builder. exCouponPeriod(DaysAdjustment exCouponPeriod)
Sets ex-coupon period.Bill.Builder
Bill.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.BillSecurity.Builder
BillSecurity.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.CapitalIndexedBond.Builder
CapitalIndexedBond.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.CapitalIndexedBondSecurity.Builder
CapitalIndexedBondSecurity.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.FixedCouponBond.Builder
FixedCouponBond.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.FixedCouponBondSecurity.Builder
FixedCouponBondSecurity.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ResolvedBill.Builder
ResolvedBill.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ResolvedCapitalIndexedBond.Builder
ResolvedCapitalIndexedBond.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ResolvedFixedCouponBond.Builder
ResolvedFixedCouponBond.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date. -
Uses of DaysAdjustment in com.opengamma.strata.product.capfloor
Methods in com.opengamma.strata.product.capfloor that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
IborCapFloorLeg. getPaymentDateOffset()
Gets the offset of payment from the base calculation period date, defaulted to 'None'.Methods in com.opengamma.strata.product.capfloor that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
IborCapFloorLeg.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.Methods in com.opengamma.strata.product.capfloor with parameters of type DaysAdjustment Modifier and Type Method Description IborCapFloorLeg.Builder
IborCapFloorLeg.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base calculation period date, defaulted to 'None'. -
Uses of DaysAdjustment in com.opengamma.strata.product.cms
Methods in com.opengamma.strata.product.cms that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
CmsLeg. getFixingDateOffset()
Gets the offset of the fixing date from each adjusted reset date.DaysAdjustment
CmsLeg. getPaymentDateOffset()
Gets the offset of payment from the base calculation period date.Methods in com.opengamma.strata.product.cms that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
CmsLeg.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
CmsLeg.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.Methods in com.opengamma.strata.product.cms with parameters of type DaysAdjustment Modifier and Type Method Description CmsLeg.Builder
CmsLeg.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.CmsLeg.Builder
CmsLeg.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base calculation period date. -
Uses of DaysAdjustment in com.opengamma.strata.product.credit
Methods in com.opengamma.strata.product.credit that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
Cds. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
CdsIndex. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ResolvedCds. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ResolvedCdsIndex. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
Cds. getStepinDateOffset()
Gets the number of days between valuation date and step-in date.DaysAdjustment
CdsIndex. getStepinDateOffset()
Gets the number of days between valuation date and step-in date.DaysAdjustment
ResolvedCds. getStepinDateOffset()
Gets the number of days between valuation date and step-in date.DaysAdjustment
ResolvedCdsIndex. getStepinDateOffset()
Gets the number of days between valuation date and step-in date.Methods in com.opengamma.strata.product.credit that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
Cds.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
CdsIndex.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedCds.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedCdsIndex.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
Cds.Meta. stepinDateOffset()
The meta-property for thestepinDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
CdsIndex.Meta. stepinDateOffset()
The meta-property for thestepinDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedCds.Meta. stepinDateOffset()
The meta-property for thestepinDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ResolvedCdsIndex.Meta. stepinDateOffset()
The meta-property for thestepinDateOffset
property.Methods in com.opengamma.strata.product.credit with parameters of type DaysAdjustment Modifier and Type Method Description Cds.Builder
Cds.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.CdsIndex.Builder
CdsIndex.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ResolvedCds.Builder
ResolvedCds.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ResolvedCdsIndex.Builder
ResolvedCdsIndex.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.Cds.Builder
Cds.Builder. stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.CdsIndex.Builder
CdsIndex.Builder. stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.ResolvedCds.Builder
ResolvedCds.Builder. stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date.ResolvedCdsIndex.Builder
ResolvedCdsIndex.Builder. stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date. -
Uses of DaysAdjustment in com.opengamma.strata.product.credit.type
Methods in com.opengamma.strata.product.credit.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
CdsConvention. getSettlementDateOffset()
Get the number of days between valuation date and settlement date.DaysAdjustment
ImmutableCdsConvention. getSettlementDateOffset()
Gets the number of days between valuation date and settlement date.DaysAdjustment
ImmutableCdsConvention. getStepinDateOffset()
Gets the number of days between valuation date and step-in date.Methods in com.opengamma.strata.product.credit.type that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableCdsConvention.Meta. settlementDateOffset()
The meta-property for thesettlementDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableCdsConvention.Meta. stepinDateOffset()
The meta-property for thestepinDateOffset
property.Methods in com.opengamma.strata.product.credit.type with parameters of type DaysAdjustment Modifier and Type Method Description static ImmutableCdsConvention
ImmutableCdsConvention. of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)
Obtains a convention based on the specified parameters.ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. settlementDateOffset(DaysAdjustment settlementDateOffset)
Sets the number of days between valuation date and settlement date.ImmutableCdsConvention.Builder
ImmutableCdsConvention.Builder. stepinDateOffset(DaysAdjustment stepinDateOffset)
Sets the number of days between valuation date and step-in date. -
Uses of DaysAdjustment in com.opengamma.strata.product.deposit
Methods in com.opengamma.strata.product.deposit that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
IborFixingDeposit. getFixingDateOffset()
Gets the offset of the fixing date from the start date.Methods in com.opengamma.strata.product.deposit that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
IborFixingDeposit.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.Methods in com.opengamma.strata.product.deposit with parameters of type DaysAdjustment Modifier and Type Method Description IborFixingDeposit.Builder
IborFixingDeposit.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date. -
Uses of DaysAdjustment in com.opengamma.strata.product.deposit.type
Methods in com.opengamma.strata.product.deposit.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
ImmutableIborFixingDepositConvention. getFixingDateOffset()
Gets the offset of the fixing date from the start date, providing a default result if no override specified.DaysAdjustment
IborFixingDepositConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableIborFixingDepositConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.DaysAdjustment
ImmutableTermDepositConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
TermDepositConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableIborFixingDepositConvention.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableIborFixingDepositConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableTermDepositConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.product.deposit.type with parameters of type DaysAdjustment Modifier and Type Method Description ImmutableIborFixingDepositConvention.Builder
ImmutableIborFixingDepositConvention.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date, optional with defaulting getter.static ImmutableTermDepositConvention
ImmutableTermDepositConvention. of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.ImmutableIborFixingDepositConvention.Builder
ImmutableIborFixingDepositConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date, optional with defaulting getter.ImmutableTermDepositConvention.Builder
ImmutableTermDepositConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date. -
Uses of DaysAdjustment in com.opengamma.strata.product.fra
Methods in com.opengamma.strata.product.fra that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
Fra. getFixingDateOffset()
Gets the offset of the fixing date from the start date.Methods in com.opengamma.strata.product.fra that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
Fra.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.Methods in com.opengamma.strata.product.fra with parameters of type DaysAdjustment Modifier and Type Method Description Fra.Builder
Fra.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date. -
Uses of DaysAdjustment in com.opengamma.strata.product.fra.type
Methods in com.opengamma.strata.product.fra.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
ImmutableFraConvention. getFixingDateOffset()
Gets the offset of the fixing date from the start date, providing a default result if no override specified.DaysAdjustment
ImmutableFraConvention. getPaymentDateOffset()
Gets the offset of the payment date from the start date, providing a default result if no override specified.DaysAdjustment
FraConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableFraConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.Methods in com.opengamma.strata.product.fra.type that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFraConvention.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFraConvention.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFraConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.product.fra.type with parameters of type DaysAdjustment Modifier and Type Method Description ImmutableFraConvention.Builder
ImmutableFraConvention.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from the start date, optional with defaulting getter.ImmutableFraConvention.Builder
ImmutableFraConvention.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of the payment date from the start date, optional with defaulting getter.ImmutableFraConvention.Builder
ImmutableFraConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date, optional with defaulting getter. -
Uses of DaysAdjustment in com.opengamma.strata.product.fx.type
Methods in com.opengamma.strata.product.fx.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
FxSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableFxSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.Methods in com.opengamma.strata.product.fx.type that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFxSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.product.fx.type with parameters of type DaysAdjustment Modifier and Type Method Description static ImmutableFxSwapConvention
ImmutableFxSwapConvention. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified currency pair and spot date offset.static ImmutableFxSwapConvention
ImmutableFxSwapConvention. of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment)
Obtains a convention based on the specified currency pair, spot date offset and adjustment.ImmutableFxSwapConvention.Builder
ImmutableFxSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date. -
Uses of DaysAdjustment in com.opengamma.strata.product.index.type
Methods in com.opengamma.strata.product.index.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
ImmutableOvernightFutureContractSpec. getEndDateAdjustment()
Gets the days adjustment to apply to get the end date.DaysAdjustment
ImmutableOvernightFutureContractSpec. getLastTradeDateAdjustment()
Gets the days adjustment to apply to get the last trade date.Methods in com.opengamma.strata.product.index.type with parameters of type DaysAdjustment Modifier and Type Method Description ImmutableOvernightFutureContractSpec.Builder
ImmutableOvernightFutureContractSpec.Builder. endDateAdjustment(DaysAdjustment endDateAdjustment)
Sets the days adjustment to apply to get the end date.ImmutableOvernightFutureContractSpec.Builder
ImmutableOvernightFutureContractSpec.Builder. lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)
Sets the days adjustment to apply to get the last trade date. -
Uses of DaysAdjustment in com.opengamma.strata.product.swap
Methods in com.opengamma.strata.product.swap that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
FxResetCalculation. getFixingDateOffset()
Gets the offset of the FX reset fixing date from each adjusted accrual date.DaysAdjustment
IborRateCalculation. getFixingDateOffset()
Gets the offset of the fixing date from each adjusted reset date.DaysAdjustment
PaymentSchedule. getPaymentDateOffset()
Gets the offset of payment from the base calculation period date.Methods in com.opengamma.strata.product.swap that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
IborRateCalculation.Meta. firstFixingDateOffset()
The meta-property for thefirstFixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
FxResetCalculation.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
IborRateCalculation.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.Optional<DaysAdjustment>
IborRateCalculation. getFirstFixingDateOffset()
Gets the offset of the first fixing date from the first adjusted reset date, optional.org.joda.beans.MetaProperty<DaysAdjustment>
PaymentSchedule.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.Methods in com.opengamma.strata.product.swap with parameters of type DaysAdjustment Modifier and Type Method Description IborRateCalculation.Builder
IborRateCalculation.Builder. firstFixingDateOffset(DaysAdjustment firstFixingDateOffset)
Sets the offset of the first fixing date from the first adjusted reset date, optional.FxResetCalculation.Builder
FxResetCalculation.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the FX reset fixing date from each adjusted accrual date.IborRateCalculation.Builder
IborRateCalculation.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.PaymentSchedule.Builder
PaymentSchedule.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base calculation period date. -
Uses of DaysAdjustment in com.opengamma.strata.product.swap.type
Methods in com.opengamma.strata.product.swap.type that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
IborRateSwapLegConvention. getFixingDateOffset()
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.DaysAdjustment
FixedRateSwapLegConvention. getPaymentDateOffset()
Gets the offset of payment from the base date, providing a default result if no override specified.DaysAdjustment
FloatRateSwapLegConvention. getPaymentDateOffset()
Gets the offset of the payment date from the base date.DaysAdjustment
IborRateSwapLegConvention. getPaymentDateOffset()
Gets the offset of payment from the base date, providing a default result if no override specified.DaysAdjustment
OvernightRateSwapLegConvention. getPaymentDateOffset()
Gets the offset of payment from the base date, providing a default result if no override specified.DaysAdjustment
ImmutableFixedIborSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableFixedInflationSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableFixedOvernightSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableIborIborSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableOvernightIborSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableThreeLegBasisSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
ImmutableXCcyIborIborSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
SingleCurrencySwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.DaysAdjustment
XCcyIborIborSwapConvention. getSpotDateOffset()
Gets the offset of the spot value date from the trade date.Methods in com.opengamma.strata.product.swap.type that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
IborRateSwapLegConvention.Meta. fixingDateOffset()
The meta-property for thefixingDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
FixedRateSwapLegConvention.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
IborRateSwapLegConvention.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
InflationRateSwapLegConvention.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
OvernightRateSwapLegConvention.Meta. paymentDateOffset()
The meta-property for thepaymentDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFixedIborSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFixedInflationSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableFixedOvernightSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableIborIborSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableOvernightIborSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableThreeLegBasisSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.org.joda.beans.MetaProperty<DaysAdjustment>
ImmutableXCcyIborIborSwapConvention.Meta. spotDateOffset()
The meta-property for thespotDateOffset
property.Methods in com.opengamma.strata.product.swap.type with parameters of type DaysAdjustment Modifier and Type Method Description IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. fixingDateOffset(DaysAdjustment fixingDateOffset)
Sets the offset of the fixing date from each adjusted reset date.static ImmutableFixedIborSwapConvention
ImmutableFixedIborSwapConvention. of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableFixedInflationSwapConvention
ImmutableFixedInflationSwapConvention. of(String name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableFixedOvernightSwapConvention
ImmutableFixedOvernightSwapConvention. of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableIborIborSwapConvention
ImmutableIborIborSwapConvention. of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableOvernightIborSwapConvention
ImmutableOvernightIborSwapConvention. of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableThreeLegBasisSwapConvention
ImmutableThreeLegBasisSwapConvention. of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.static ImmutableXCcyIborIborSwapConvention
ImmutableXCcyIborIborSwapConvention. of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)
Obtains a convention based on the specified name and leg conventions.FixedRateSwapLegConvention.Builder
FixedRateSwapLegConvention.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.IborRateSwapLegConvention.Builder
IborRateSwapLegConvention.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.InflationRateSwapLegConvention.Builder
InflationRateSwapLegConvention.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.OvernightRateSwapLegConvention.Builder
OvernightRateSwapLegConvention.Builder. paymentDateOffset(DaysAdjustment paymentDateOffset)
Sets the offset of payment from the base date, optional with defaulting getter.ImmutableFixedIborSwapConvention.Builder
ImmutableFixedIborSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableFixedInflationSwapConvention.Builder
ImmutableFixedInflationSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableFixedOvernightSwapConvention.Builder
ImmutableFixedOvernightSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableIborIborSwapConvention.Builder
ImmutableIborIborSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableOvernightIborSwapConvention.Builder
ImmutableOvernightIborSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableThreeLegBasisSwapConvention.Builder
ImmutableThreeLegBasisSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date.ImmutableXCcyIborIborSwapConvention.Builder
ImmutableXCcyIborIborSwapConvention.Builder. spotDateOffset(DaysAdjustment spotDateOffset)
Sets the offset of the spot value date from the trade date. -
Uses of DaysAdjustment in com.opengamma.strata.product.swaption
Methods in com.opengamma.strata.product.swaption that return DaysAdjustment Modifier and Type Method Description DaysAdjustment
SwaptionExercise. getSwapStartDateOffset()
Gets the offset to the swap start date.Methods in com.opengamma.strata.product.swaption that return types with arguments of type DaysAdjustment Modifier and Type Method Description org.joda.beans.MetaProperty<DaysAdjustment>
SwaptionExercise.Meta. swapStartDateOffset()
The meta-property for theswapStartDateOffset
property.Methods in com.opengamma.strata.product.swaption with parameters of type DaysAdjustment Modifier and Type Method Description static SwaptionExercise
SwaptionExercise. ofAmerican(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, DaysAdjustment swapStartDateOffset)
Obtains an instance for an American swaption.static SwaptionExercise
SwaptionExercise. ofBermudan(AdjustableDates exerciseDates, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption.static SwaptionExercise
SwaptionExercise. ofBermudan(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, Frequency frequency, DaysAdjustment swapStartDateOffset)
Obtains an instance for a Bermudan swaption where the dates are calculated.static SwaptionExercise
SwaptionExercise. ofEuropean(AdjustableDate exerciseDate, DaysAdjustment swapStartDateOffset)
Obtains an instance for a European swaption.
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