SPAN® Risk Parameter File - Paris Expanded Format

Type "T" Record

Currency Conversion Rates


Length From To Datatype Format Description and Comments
2 1 2 AN X(2) Record ID - "T "
3 3 5 AN X(3) Convert-To Currency ISO Code
1 6 6 AN X Convert-To Currency One-Byte Code
3 7 9 AN X(3) Convert-From Currency ISO Code
1 10 10 AN X Convert-From Currency One-Byte Code
10 11 20 N 9(10) Conversion Multiplier
1 21 21 N 9 Conversion Multiplier Decimal Locator

Notes:

  1. T records, if any, should be located in the file immediately after the first record in the file -- the exchange complex header record.

  2. For a list of one-byte codes in use...