get_rate: get an exchange rate series

In redmode/FinancialInstrument: Financial Instrument Model Infrastructure for R

Description

Try to find exchange rate data in an environment, inverting if necessary.

Usage

  .get_rate(ccy1, ccy2, env = .GlobalEnv)

Arguments

ccy1	chr name of 1st currency
ccy2	chr name of 2nd currency
env	environment in which to look for data.

Value

xts object with as many columns as practicable.

Author(s)

Garrett See

See Also

buildRatio redenominate

Examples

## Not run: 
EURUSD <- getSymbols("EURUSD=x",src='yahoo',auto.assign=FALSE)
USDEUR <- .get_rate("USD","EUR")
head(USDEUR)
head(EURUSD)

## End(Not run)

redmode/FinancialInstrument documentation built on May 27, 2019, 4:03 a.m.