[R-SIG-Finance] Blotter package would it work for cross currencies

ce zadig_1 at excite.com
Sun Oct 12 23:39:29 CEST 2014


Sorry for the double post. 

I would like to know it blotter package can be used to calculate performance/returns  of a portfolio mixed with cross currencies like GBP.EUR , CAD.CHF ?
I can create a stock with

stock("GBP",currency="EUR",multiplier=1)


but functions like PortfReturns , getEndEq don't seem to care about currency ?



More information about the R-SIG-Finance mailing list