Examples of BloombergFixedRateHistoricalTimeSeriesNormalizer


Examples of com.opengamma.bbg.historical.normalization.BloombergFixedRateHistoricalTimeSeriesNormalizer

  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);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.VOLUME, null, BloombergConstants.BBG_FIELD_VOLUME, null);
    fieldAdjustmentMap.addFieldAdjustment(MarketDataRequirementNames.YIELD_YIELD_TO_MATURITY_MID, null, BloombergConstants.BBG_FIELD_YIELD_TO_MATURITY_MID, null);
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