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Why are differences in my currency allocations going to my rounding code and not to my exchange difference or vice versa

The Rounding Difference analysis is used when both transactions have the same exchange rate, as no exchange rate difference exists.

Conversely, if the exchange rate differs between the two transactions but the currency gross is the same, the Exchange Difference analysis is used.

See the Allocations user guides for more information.

This is by design. A development request is open to change this behaviour.

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