FX Spot MD Current

Description The FX rate between the primary risk factor currencies (in an XXX/YYY format) for the current as-of date.
Hierarchies required in the view

This measure retrieves the FX rate according to the Risk Factors hierarchy that defines a currency pair. The Risk Factors member is converted into a currency pair (ccy1/ccy2) with the Spring bean implementing the interface IRiskFactorFXPairTranslator.

The FX market data uses the FxSpotMarketDataPostProcessor, an extension of the FxRateMarketDataPostProcessor used to display the FX Rate Current measure. It also uses the FxRateMarketData store to get the rates.