Setting up the FX file

Contents 1 Overview 2 Date 3 Currency name 4 Value

Overview

The FX file supplies exchange rate information for use when

• local currency returns are not supplied, and need to be calculated from base currency returns; or
• base currency returns are not supplied, and need to be calculated from local currency returns.

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