SECURITY Database

Foreign exchange rates are stored in the SECURITY database.

FX_RATES Table

FX rates are stored in the FX_RATES table in the SECURITY database. Foreign exchange rates are required to convert returns to another currency in the Performance Analysis reports, to convert a composite's constituent and benchmark market values and returns from the portfolio base currency to the composite base currency in the Performance Calculation report, and to convert the constituent market values and returns from the portfolio base currency to the composite base currency in the GIPS composite return calculator.