Change the entity dimension?

I have situation with a sales reporting application.  Business rules have changed and any company can sell to any customer - this results in a problem with the fx stored in the entity dimension (currently Customer) as the companies have different currencies.  I thought about adding a new entity dimension called Company (and calculating fx based on the company), and changing the existing Customer entity to be a user defined dimension.
Has anyone ever had to do anything like this before?  This doesn't seem to be an easy change...  I really don't want to rebuild the application and redo all security (neither of these dimensions are secured).  Any ideas/thoughts would be very much appreciated.

I was able to figure out how to do this without rebuilding the application and redoing security.  Steps are below in case anyone else runs into this problem:
1.     Create new entity dimension called u201CCompanyu201D in application set
2.     Assign one member rolling up to a parent
a.     i.e. NO_COMPANY rolls up to TOT_COMPANY
3.     modify SQL table tbl.Dimension for DimName Customer
a.     change EVDimType from E to U
b.     remove RefDim
c.     assign DimIndex (in only the cube rows)
4.     If necessary copy SQL member table to Admin front end
5.     Save to server and process dimension
6.     Modify application to include new Company dimension
7.     Process Company dimension
8.     Add SCALING property to Customer dimension
9.     Remove RPTCURRENCY property from Customer dimension
10.     Process Customer dimension
11.     Change System_Constants.LGT files to reflect Company as the entity dim

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