RemoveExchangeRateEffects: RemoveExchangeRateEffects: A package for decomposing exchange...
In jironghuang/RemoveExchangeRateEffects: Decompose an instrument into exchange rate and non exchange rate effects
Description
exchange_rate_decomposition class
multiple_exchange_rate_decomposition class
Description
The RemoveExchangeRateEffects package allows you dto ecompose 1 instrument position in SGD (column value) - from the perspective of someone staying in Singapore - into local static value (i.e if I keep the exchange rate constant at the start of the period) and the residual exchange rate impact.
exchange_rate_decomposition class
The class aids you in stripping out exchange effects (e.g. investment portfolio, revenue)
multiple_exchange_rate_decomposition class
Works like previous class. But you can use this on multiple instruments at once
jironghuang/RemoveExchangeRateEffects documentation built on May 13, 2019, 1:18 p.m.
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Description exchange_rate_decomposition class multiple_exchange_rate_decomposition class
Description
The RemoveExchangeRateEffects package allows you dto ecompose 1 instrument position in SGD (column value) - from the perspective of someone staying in Singapore - into local static value (i.e if I keep the exchange rate constant at the start of the period) and the residual exchange rate impact.
exchange_rate_decomposition class
The class aids you in stripping out exchange effects (e.g. investment portfolio, revenue)
multiple_exchange_rate_decomposition class
Works like previous class. But you can use this on multiple instruments at once
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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