FIX 5.0 SP1 : CurrencyRatio <1382> field

Type: float

Used In

Description

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 CurrencyRatio = 0.7

Used In

Onix Solutions