Field LegCurrencyRatio Scenario base
SYNOPSIS:
Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7
| ID |
Abbr |
Datatype |
| 1383 | LegCurrencyRatio | float |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0 | 59 | | | | |