Ask How do you set up a multi-currency option for a membership site?

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I want to allow members from different countries to pay in their local currency but I don't know how to set it up. Do I need a specific payment gateway or is there a plugin that handles this? I also wonder how to deal with exchange rates and avoid pricing issues. Will it affect how I manage refunds or recurring payments? I don't want members to face payment troubles because of currency differences. What's the best way to add a multi-currency option to a membership site?