Group UnderlyingReturnRateFXConversionGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
4417FxCnvrsn43030NoUnderlyingReturnRateFXConversions

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2208

Members

ID Name Abbr Presence Description
43031UnderlyingReturnRateFXCurrencySymbolCcySym optional SYNOPSIS: Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes.
43032UnderlyingReturnRateFXRateFxRt optional SYNOPSIS: The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031).
43033UnderlyingReturnRateFXRateCalcFxRtCalc optional SYNOPSIS: Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided.