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.

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.

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.