Message-ID: <20141012173929.5672@web006.roc2.bluetie.com>
Date: 2014-10-12T21:39:29Z
From: ce
Subject: Blotter package would it work for cross currencies
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 ?