Difference between revisions of "Setting up the FX file"

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(Created page with "===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 *...")
 
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|31/12/12  
 
|31/12/12  
 
|Yes
 
|Yes
|Date of current record, using the date format supplied in the <tt>DateFormat</tt> or <tt>IndexDateFormat</tt> strings
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|Date of current record, using the date format supplied in the <tt>DateFormat</tt> or <tt>FXDateFormat</tt> strings
 
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|-
 
|2
 
|2
|Index name
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|Currency
 
|String
 
|String
|GBP_CPI
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|AUD
 
|Yes
 
|Yes
 
|Must be a string with at least 3 characters
 
|Must be a string with at least 3 characters
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|0.25
 
|0.25
 
|Yes
 
|Yes
|Value of given index at given date
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|Value of exchange rate at given date
 
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The tuple <tt>(Date, Index name)</tt> must be unique. Duplicate index entries within the same file will generate an error.
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The tuple <tt>(Date, Currency)</tt> must be unique. Duplicate index entries within the same file will generate an error.
  
 
=== Date ===
 
=== Date ===

Revision as of 01:45, 20 February 2017

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.

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.

Index data can be supplied at any frequency you wish, including daily, weekly or monthly.

Index name

Name of current index

Value

Value of current index