CurrencyRatio <1382> field – FIX 5.0 SP1 – FIX Dictionary

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FIX 5.0 SP1 : CurrencyRatio <1382> field
Type: 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

FIX 5.0 SP1 : CurrencyRatio <1382> field