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Information security is a crucial aspect for enterprises that has to be considered as a strong requirement from the early stages of the development process and data warehouses (DWs) manage highly important information used to make strategic decisions which has to be protected from unauthorized users. In order to develop secure DWs we have proposed a model driven architecture (MDA) composed of several secure metamodels at different abstraction levels and transformations between them. Lately, a specialization of this architecture considering a multidimensional approach towards on-line analytical processing (OLAP) tools has been defined, but the support to automatically transform complex security rules has not been dealt with so far. This paper analyzes this lack and defines improvements in our metamodels and a set of transformations between models in order to fulfill our MDA approach.