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Field

LegCurrencyRatio

ID (tag)1383
Abbr NameLegCurrencyRatio
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 LegCurrencyRatio = 0.7

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