Setting up the FX file

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Contents

Overview

The FX file supplies exchange rate information for use when

FX rates are usually measured against a base currency, typically the US dollar. Note that because the rates in this file are used to calculate returns, FIA uses the ratios of rates rather than absolute values. There is therefore no need to specify which base currency is being used.

All rows in the FX file must conform to the following format:

Column Field Type Example Required? Rules
1 Date Date 31/12/12 Yes Date of current record, using the date format supplied in the DateFormat or FXDateFormat strings
2 Currency String AUD Yes Must be a string with at least 3 characters
3 Value Double 0.25 Yes Value of exchange rate at given date

The tuple (Date, Currency) must be unique. Duplicate index entries within the same file will generate an error.

Date

Entries in the Date column must conform to the relevant date format string in the project’s configuration file.

Currency name

Name of currency in three-letter ISO 4217 format. A list of permissible codes is available at http://en.wikipedia.org/wiki/ISO_4217.

Value

Value of exchange rate

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