Displaying 1 result from an estimated 1 matches for "currency_rate_return".
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currency_rate_returns
2011 Jan 07
1
Calculating Returns : (Extremely sorry for earlier incomplete mail)
...RO")
{rate = EURO}
if (currency_trans == "CHF")
{rate = CHF}
if (currency_trans == "AUD")
{rate = AUD}
# ________________________________________________
# CURRENCY Rate RETURNS i.e. lob(todays rate / yesterday rate) and the data is in descending "Date" order
currency_rate_returns = NULL
for (i in 1:(length(rate)-1)) # if there are 10 elements, total no of returns = 9
{
currency_rate_returns[i] = log(rate[i]/rate[i+1])
}
currency_rate_returns
return(data.frame(returns = currency_rate_returns))
}
# _______________________________________________
s...