exchange_rate_decomposition: Decompostion into exchange rate and non exchange rate effect

In jironghuang/RemoveExchangeRateEffects: Decompose an instrument into exchange rate and non exchange rate effects

Description

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

Usage

## 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)

Arguments

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

jironghuang/RemoveExchangeRateEffects documentation built on May 13, 2019, 1:18 p.m.