FX conversion is missing in the collateral mark-to-market calculation for cross-currency repos

[oasuncion]

Cross-currency repos are for the moment not completely managed.
Calculation of collateral mark to market (see RepoPricerUtil class) doesn't convert security prices when their currency is different from the trade currency.

To Reproduce
Steps to reproduce the behavior:

1. Go to the web Specific Repo trade booking screen and enter a repo trade that is flagged as 'Cross Currency Collateral'. Ensure to have set a security having a currency different from the repo trade currency.
2. Click on 'Save'
3. Allocate some collaterals on it, ensure to allocate a security with a currency different from the repo currency
4. Price using the pricer measure "COLLATERAL_MARK_TO_MARKET"
5. The result is incorrect as the collateral price has not been converted to the repo currency
6. Redo step 1, 2, 3, 4 and 5 this time with a GC Repo.

Expected behavior
The result of the pricer measure should have converted the mtm to the repo currency (before converting it to the pricing currency)

Screenshots

Environment:

• Version 3.0.0

Additional context:
The same issue affects the Collateral value in the exposure gauge: