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Field

CurrencyRatio

ID (tag)1382
Typefloat
PedigreeAdded EP59
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

Used in messages:

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