[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 ?
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