Foreign exchange (FX) rates are stored in the FX_RATES table in the SECURITY database.
If you plan to run the Composite Weighted Returns and Composite Analysis reports for multi-currency composites, and/or use the Performance Composite Builder to build composites in cases where the composite and constituent portfolios do not share a common base currency, refer to the configuration tasks necessary to support on-the-fly currency conversion.
For an overview of the system configuration requirements, see " Set Up GIPS Composite Management for Multicurrency Conversion." Also Also refer to the Performance Analysis and Reporting Guide for general information about on-the-fly currency conversion.
For information about the default FX Rate stream, see the Generic Streams and Data Uploaders Reference Guidesee Supported Generic Interfaces V17.