Overview of using a currency converter
The steps for using a currency converter are as follows:
1. Create a currency calculation extension.
The extension subscribes to a datasource to obtain the current values for currency exchange rates for specified symbols. The CMF provides two samples of currency calculation extensions in the
samples\Currency Converter Sample\eventdefinitions directory of your CMF installation directory. See also
Creating a currency calculation extension.
2. Create a currency converter that uses the currency calculation extension you created.
The currency converter regularly receives updated values from the extension. When you create a currency converter you provide an interface to that currency converter. See
Creating a currency converter.
3. Write code that uses the currency converter.
For example, you can create a realized profit and loss default position tracker, which requires specification of a currency converter. The tracker uses the values it receives from the currency converter to calculate actual profit and loss for executed orders normalized to a base currency. See
Creating and subscribing to the realized profit and loss
tracker.
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