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