MarketDataRequirementNames.IMPLIED_VOLATILITY,
MarketDataRequirementNames.YIELD_CONVENTION_MID,
MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID,
MarketDataRequirementNames.DIRTY_PRICE_MID,
MarketDataRequirementNames.DIVIDEND_YIELD));
openGammaRules.add(new RequiredFieldFilter(MarketDataRequirementNames.MARKET_VALUE));
final NormalizationRuleSet openGammaRuleSet = new NormalizationRuleSet(
StandardRules.getOpenGammaRuleSetId(),
"",
openGammaRules);