Description Usage Arguments Details Value Note Author(s) See Also Examples
Quickly define several exhange rate instruments.
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pairs |
chr names of currency pairs to be defined. Each currency pair name should be the base currency and base currency, separated by a period e.g. EUR.USD Optional. |
counter_currencies |
chr names of first currencies of pairs to define. Optional |
second_currencies |
chr names of second currencies of pairs to define. Optional |
use.IB |
call update_instruments.IB ? |
verbose |
if TRUE, it will print to screen every currency and exchange_rate that it defines. |
If nothing is given, 11 currency pairs will be defined: "EUR.USD",
"USD.JPY", "GBP.USD", "USD.CHF", "AUD.USD", "USD.CAD", "NZD.USD", "USD.HKD",
"USD.SGD", "GBP.JPY", "EUR.JPY" If pairs
is given, it should be a
vector of pair names formatted in the same manner as above. If pairs
is not given, but base_currencies
and quote_currencies
are,
then it will make all base/quote pairs possible using those. If only
counter_currencies
are given, then if only one currency exists in the
.instrument environment, it will be used as the counter_currency. Otherwise,
"USD" will be used.
Called for side-effect
Currently, this function is using a dot to separate the 2 currencies in the exchange_rate primary_id. FinancialInstrument and blotter do not use (expect) a separator. In the near future, either this function will create primary_ids for exchange_rates that look like "EURUSD", or FinancialInstrument/blotter will be updated to expect primary_ids that look like "EUR.USD"
Garrett See
exchange_rate, ls_exchange_rates(), twsInstrument
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