FRTB Accelerator Cubes GuideFX Rates
Download sample file: fx-rates.csv
This file provides FX spot rates used for currency conversion.
This FX Rates file type is identified using the pattern: **/FXData*.csv (as specified by fx.data.file-pattern).
This file is loaded using the FXRates topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| BaseCurrency | Y | N | String | The left side of the currency pair. | |
| CounterCurrency | Y | N | String | The right side of the currency pair | |
| Rate | N | N | Double | Forex rate between the two currencies. | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |