Docs: re-write of FxConversion text on TRS

Author: Sjogren

Docs/UserGuide/tradedata/totalReturnSwap.tex

@@ -214,20 +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}. 
+\item FXConversion [Optional]: Determines what Fx rate is used in the payoff calculation, the rate at the  \emph{Start} of 
+the period (default) or the rate at the \emph{End}.  Only has an impact If the underlying asset currency is different from 
+the return currency.
 
-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) \\
+With the default FXConversion \emph{Start} the accrual pricing return is:\\
+(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) \\
+With the FXConversion \emph{End}  the accrual pricing return is:\\
+(Ntl x todays 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.
+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