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PostPosted: Mon Nov 05, 2012 10:28 am 
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Joined: Tue May 03, 2005 9:36 pm
Posts: 136
Location: Sydney
I have an issue with running a multi currency simulation.
I have one instrument named USDJPY Curncy which has its currency set as JPY.
I have another instrument named JPY_USD which has its currency set as USD.
The simulation runs and all results are calculated correctly in JPY but the performance data is not being converted to USD. Is there an issue here that I am not aware of?


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