FX Rates Table

Owned by Kavitha Thangaswamy (Unlicensed)
Last updated: Nov 27, 2023 by Pamela Totas (Deactivated)
1 min read

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 refer to Performance Analysis and Reporting for general information about on-the-fly currency conversion.

For information about the default FX Rate stream, see Supported Generic Interfaces V17.