Added FxConversion to TRS

Author: Sjogren

Docs/UserGuide/tradedata/totalReturnSwap.tex

@@ -214,6 +214,21 @@ \subsubsection{Generic Total Return Swap / Contract for Difference (CFD)}
 \label{lst:fxterms}
 \end{listing}
 
+  \item FXConversion [Optional]:  If the underlying asset currency is different from the return currency, and the Fx rate used 
+  for conversion should be the Fx rate at the end of the period, FxConversion should be set to \emph{End}. 
+
+With the default FXConversion \emph{Start} we calculate the return with accrual pricing:\\
+(Ntl x today's price x today's Fx rate) - (Ntl x initial price x initial Fx rate) \\
+When the as of date is the date of the final price (end of period) we have:\\
+(Ntl x final price x final Fx rate) - (Ntl x initial price x initial Fx rate)
+
+With the  FXConversion \emph{End} we calculate the return with accrual pricing:\\
+(Ntl x today's price x today's Fx rate) - (Ntl x initial price x today's Fx rate) \\
+When the as of date is the date of the final price (end of period) we have:\\
+(Ntl x final price x final Fx rate) - (Ntl x initial price x final Fx rate)
+
+  Allowable values: \emph{Start}, \emph{End}. Defaults to \emph{Start} if omitted.
+
   \item PayUnderlyingCashFlowsImmediately [Optional]: If true, underlying cashflows like coupon or amortisation payments
     from bonds or dividend payments from equities, are paid when they occur. If false, these cashflows are paid together
     with the next return payment. If omitted, the default value is false for trade type TotalReturnSwap and true for