Description Usage Arguments Value
View source: R/helpersgeneral.R
This function allow to change the base risk factor covariance matrix according to a change of base currency, the function also update the mapping.table and ask the user to provide new names for the new fx base risks.
1  changeBaseCurrency(cov.mat, mapping.table, target.currency, mapping.name)

cov.mat 
matrix value corresponding to the covariance matrix of base risk factors. This matrix should have an attribute named "base.currency" indicating the actual base currency in which the covariance matrix is expressed. 
mapping.table 
S3 object of class mappingTable that should be coherent with the 
target.currency 
character value of length one indicating the new base currency, this should exists
in the 
mapping.name 
data.frame indicating the mapping towards new name in the covariance matrix and in the mapping.table for the new fx rate with two columns:

a list with two named fields:
cov.mat
: the new covariance matrix.
mapping.table
the new mapping.table.
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