.get_rate

Try to find exchange rate data in an environment, inverting if necessary.

internal

Provides infrastructure for defining, storing, and managing
financial instrument metadata independently of market data sources.
Models instrument identities, contract specifications, identifiers, and
relationships among financial instruments, including currencies,
equities, funds, bonds, futures, options, spreads, exchange rates, and
synthetic instruments. Supports reusable instrument definitions for
research, portfolio management, trading, and quantitative finance
applications.

Justin M. Shea

FinancialInstrument

Financial Instrument Modeling Infrastructure

Peter Carl

Garrett See

Ross Bennett

.get_rate function

<dl><dt>ccy1</dt>
<dd>chr name of 1st currency</dd>
<dt>ccy2</dt>
<dd>chr name of 2nd currency</dd>
<dt>env</dt>
<dd>environment in which to look for data.</dd></dl>

Arguments

Author

get an exchange rate series — .get_rate

<dl>

<dt>ccy1</dt>
<dd>chr name of 1st currency</dd>


<dt>ccy2</dt>
<dd>chr name of 2nd currency</dd>


<dt>env</dt>
<dd>environment in which to look for data.</dd>

</dl>

.get_rate: get an exchange rate series

Description

Usage

Value

Arguments

Author

See Also