Examples of com.opengamma.livedata.normalization.MarketValueCalculator

    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
    if (referenceDataProvider != null) {
      final BloombergRateClassifier rateClassifier = new BloombergRateClassifier(referenceDataProvider, cacheManager, bbgScheme);
      final SecurityRuleProvider quoteRuleProvider = new BloombergRateRuleProvider(rateClassifier);

    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);
  }

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

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