This function allows you to do strip out exchange effects (e.g. investment portfolio, revenue) Idea is to first reverse all the SGD denominated value over time into foreign currency value. Then apply a constant exchange rate at beginning of the period over time
1 2 3 | ## S3 method for class 'data.frame'
get_diff_portfolio_value(sp_exch_rate_pair,
ap_start_date, ap_end_date, np_mthly_yearly, dp_dates_investment_value)
|
sp_exch_rate_pair |
exchange rate pair. e.g "USDSGD=X". "<Foreign_currency><local_currency>=X" |
ap_start_date |
starting date of portfolio e.g. 2017-10-01 |
ap_end_date |
ending date of portfolio e.g. 2020-10-01. If you include a date beyond current date, the function will use the current date instead |
np_mthly_yearly |
#Decomposition at monthly or yearly level |
dp_dates_investment_value |
#data frame of date and investment values |
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