Examples of com.opengamma.livedata.normalization.FieldNameChange


    // Filter out non-price updates
    openGammaRules.add(new FieldFilter(STANDARD_FIELDS_LIST));


    // Standardize field names.
    openGammaRules.add(new FieldNameChange("BID", MarketDataRequirementNames.BID));
    openGammaRules.add(new FieldNameChange("ASK", MarketDataRequirementNames.ASK));
    openGammaRules.add(new FieldNameChange("LAST_PRICE", MarketDataRequirementNames.LAST));
    openGammaRules.add(new FieldNameChange("PX_SETTLE", MarketDataRequirementNames.SETTLE_PRICE));
    openGammaRules.add(new FieldNameChange("VOLUME", MarketDataRequirementNames.VOLUME));
    openGammaRules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_BID_RT", MarketDataRequirementNames.BID_IMPLIED_VOLATILITY));
    openGammaRules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_ASK_RT", MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY));
    openGammaRules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_LAST_RT", MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY));
    openGammaRules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_MID_RT", MarketDataRequirementNames.MID_IMPLIED_VOLATILITY));
    openGammaRules.add(new FieldNameChange("YLD_CNV_MID", MarketDataRequirementNames.YIELD_CONVENTION_MID));
    openGammaRules.add(new FieldNameChange("YLD_YTM_MID", MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID));
    openGammaRules.add(new FieldNameChange("PX_DIRTY_MID", MarketDataRequirementNames.DIRTY_PRICE_MID));
    openGammaRules.add(new FieldNameChange("EQY_DVD_YLD_EST", MarketDataRequirementNames.DIVIDEND_YIELD));


    // Calculate market value
    openGammaRules.add(new MarketValueCalculator());


    // Normalize the market value

  }


  public static NormalizationRuleSet getMarketValueNormalization() {
    final List<NormalizationRule> rules = new ArrayList<NormalizationRule>();
    
    rules.add(new FieldNameChange("LAST_PRICE", MarketDataRequirementNames.LAST));
    rules.add(new FieldNameChange("BID", MarketDataRequirementNames.BID));
    rules.add(new FieldNameChange("ASK", MarketDataRequirementNames.ASK));
    rules.add(new FieldNameChange("PX_SETTLE", MarketDataRequirementNames.SETTLE_PRICE));
    rules.add(new FieldNameChange("VOLUME", MarketDataRequirementNames.VOLUME));
    rules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_BID_RT", MarketDataRequirementNames.BID_IMPLIED_VOLATILITY));
    rules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_ASK_RT", MarketDataRequirementNames.ASK_IMPLIED_VOLATILITY));
    rules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_LAST_RT", MarketDataRequirementNames.LAST_IMPLIED_VOLATILITY));
    rules.add(new FieldNameChange("OPT_IMPLIED_VOLATILITY_MID_RT", MarketDataRequirementNames.MID_IMPLIED_VOLATILITY));
    rules.add(new FieldNameChange("YLD_CNV_MID", MarketDataRequirementNames.YIELD_CONVENTION_MID));
    rules.add(new FieldNameChange("YLD_YTM_MID", MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID));
    rules.add(new FieldNameChange("PX_DIRTY_MID", MarketDataRequirementNames.DIRTY_PRICE_MID));
    
    rules.add(new MarketValueCalculator());
    rules.add(new FieldHistoryUpdater());
    return new NormalizationRuleSet(StandardRules.getOpenGammaRuleSetId(), "", rules);
  }

Examples of com.opengamma.livedata.normalization.FieldNameChange

Related Classes of com.opengamma.livedata.normalization.FieldNameChange