DRAFT: Split out FX legs

[steco]

Pull Request Checklist

• [ ] Changes follow the style guide
• [ ] Tests pass
• [ ] Raised the PR against the develop branch
• [ ] Notebook outputs do not contain any priviledged data

Description of the PR

Describe the code changes for the reviewers, explain the solution you have provided and how it fixes the issue

[review-notebook-app[bot]]

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