Examples of com.opengamma.bbg.normalization.BloombergRateClassifier

    // 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);
      openGammaRules.add(new SecurityRuleApplier(quoteRuleProvider));
    }
    openGammaRules.add(new UnitChange(0.01, MarketDataRequirementNames.DIVIDEND_YIELD, MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID)); // returned as % from bbg

    return returnValue;
  }


  public static HistoricalTimeSeriesFieldAdjustmentMap createFieldAdjustmentMap(final ReferenceDataProvider referenceDataProvider, final CacheManager cacheManager) {
    final HistoricalTimeSeriesFieldAdjustmentMap fieldAdjustmentMap = new HistoricalTimeSeriesFieldAdjustmentMap(BloombergConstants.BLOOMBERG_DATA_SOURCE_NAME);
    final BloombergRateClassifier rateClassifier = new BloombergRateClassifier(referenceDataProvider, cacheManager, ExternalSchemes.BLOOMBERG_BUID);
    final HistoricalTimeSeriesAdjuster rateNormalizer = new BloombergRateHistoricalTimeSeriesNormalizer(rateClassifier);
    final BloombergFixedRateHistoricalTimeSeriesNormalizer div100 = new BloombergFixedRateHistoricalTimeSeriesNormalizer(new HistoricalTimeSeriesAdjustment.DivideBy(100.0));
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.SETTLE_PRICE, null, BloombergConstants.BBG_FIELD_SETTLE_PRICE, rateNormalizer);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.MARKET_VALUE, null, BloombergConstants.BBG_FIELD_LAST_PRICE, rateNormalizer);
    fieldAdjustmentMap.addFieldAdjustment(BloombergConstants.BBG_FIELD_LAST_PRICE, null, BloombergConstants.BBG_FIELD_LAST_PRICE, rateNormalizer);

Examples of com.opengamma.bbg.normalization.BloombergRateClassifier

Related Classes of com.opengamma.bbg.normalization.BloombergRateClassifier