Yes, it can, with a few minor difficulties.
To start with, you need to choose the currency of your Portfolios and
Account. Other wise it will default to USD.
also, you will want to specify your instruments correctly. they are
of type exchange_rate. See documentation and examples in the
FinancialInstrument package.
Brian
On 10/12/2014 04:39 PM, ce wrote:
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 ?
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