Reply To: What FX Rate is used to convert PnL to Base CCY

Israr Ahmed

Note that the Spot FX curve ( Market Manager –> Spot FX ) will show the Spot FX rate ( it identifies this by on the new set up by the gridpoint on the FX Curve that has Ins Category = Spot ) and as mentioned above :- this can be DIFFERENT to the FX Rate that’s used to convert PnL/MtM to Base Currency.

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