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Strategist is
a multi-currency accounting risk managment system. This means that the
currency used for any instrument will maintain all accounting and greek
information related to that currency. From the PnL Totals screen in Strategist
the trades are summarized by the instrument traded currency. Account pages
allow a primary currency to be selected for the entire account. The Page
Total screen summarizes and uses a currency cross rate table from the
datafeed to convert the account with multiple currencies. The
portfolio can consist of mutli-currency instruments converted into whatever
currency is chosen. This is particularly useful in the Value-at-Risk
report.
The default page currency
is US dollars. This default currency can be changed to any of the currencies
listed in the database.
The Base-Counter-Bank
column lists the currency symbols and the bank source being used.
The Rate is the exchange rate used for the currency conversion.
Inverse is the inverse currency exchange rate for the selected
currency.
Time is the time stamp for when the cross rate was last updated.
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