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First-class support for FX rates #14

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simonjpascoe opened this issue Feb 8, 2022 · 0 comments
Open

First-class support for FX rates #14

simonjpascoe opened this issue Feb 8, 2022 · 0 comments
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parser Affects file parsing

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@simonjpascoe
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Currently FX rates are treated as prices, but this means that inversion of rates, and traversing through a network of rates, e.g. AUD->JPY->HKD = AUD->HKD) is it not easy to implement. Should give "first class" support to enable these features, as well as standardising how FX assets are represented, since FX positions are somewhat virtual.
@simonjpascoe simonjpascoe added the parser Affects file parsing label Feb 8, 2022
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