FX Spot MD Previous

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