Cross Rates


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.