Setting up the FX file
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:
|1||Date||Date||31/12/12||Yes||Date of current record, using the date format supplied in the DateFormat or IndexDateFormat strings|
|2||Index name||String||GBP_CPI||Yes||Must be a string with at least 3 characters|
|3||Value||Double||0.25||Yes||Value of given index at given date|
The tuple (Date, Index name) must be unique. Duplicate index entries within the same file will generate an error.
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.
Name of current index
Value of current index