FX Spot MD Next

Description The FX rate between the primary risk factor currencies (in an XXX/YYY format) for the next 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 for the next day. 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 metric. The next day is defined according to the dates stored on the FxRateMarketData store.