Examples of FieldHistoryUpdater


    // Calculate implied vol value
    openGammaRules.add(new ImpliedVolatilityCalculator());


    // At this point, BID, ASK, LAST, MARKET_VALUE, Volume and various Bloomberg implied vol fields are stored in the history.
    openGammaRules.add(new FieldHistoryUpdater());


    // Filter out non-OpenGamma fields (i.e., BID, ASK, various Bloomberg implied vol fields)
    openGammaRules.add(new FieldFilter(
        MarketDataRequirementNames.MARKET_VALUE,
        MarketDataRequirementNames.SETTLE_PRICE,

Examples of com.opengamma.livedata.normalization.FieldHistoryUpdater

    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);
  }

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