IFXRates provides the FX rate service used by the post-processor to retrieve the FX rate itself.
If the display currency level is not set, the post-processor will use the IReferenceCurrency context value to retrieve it.
Here are the parameters of the measure function:
Parameters
Type
Mandatory
Usage
asOfDateLevel
LevelIdentifier
X
The date level of the exchange rate to retrieve.
currencyLevel
LevelIdentifier
X
The source currency level.
referenceCcyLvl
LevelIdentifier
The destination currency level, if not set, the post-processor will use the IReferenceCurrency context value.
dateInfo
IDateShift
Date shift used to retrieve, for instance, the previous day rate.
preferredCurrency
String
Fallback display currency when no referenceCcyLvl and no IReferenceCurrency context values are set.
Real time handling
To handle continuous query updates, a continuous query handler is set.
By default, the continuous query handlers are set to STORED,STORE_TICK[FXRates], which means that the metric is updated on any location change and on any FXRates store updates.
You can change this default setup using the following functions: