Tag | Field Name | Data Type | Description | Used in |
---|---|---|---|---|
1382 | CurrencyRatio AbbrName: CurrencyRatio |
float | 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 | TradeCaptureReport |