Currency conversion¶

The function currency_conversion allows the user to convert an cashflow in a currency to the equivalent flow in other currency using the specified exchange_rate. In addition, it is possible to include the devaluation of the foreign exchange rate.

cashflows.currency.currency_conversion(cflo, exchange_rate=1, devaluation=None, base_date=0)[source]¶

Converts a cashflow of dollars to another currency.

Parameters:	cflo (TimeSeries) – A cashflow. exchange_rate (float) – Exchange rate at time base_date. devaluation (TimeSeries) – Devaluation rate per compounding period. base_date (int) – Time index for the exchange_rate in current dollars.
Returns:	A TimeSeries object.

Examples.

>>> cflo = cashflow(const_value=[100] * 5)
>>> currency_conversion(cflo=cflo, exchange_rate=2) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)-(4,) [5] 200.00

>>> currency_conversion(cflo=cflo, exchange_rate=2,
... devaluation=interest_rate(const_value=[5]*5), base_date=(2,)) 
Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)   181.41
       (1,)   190.48
       (2,)   200.00
       (3,)   210.00
       (4,)   220.50

>>> cflo = cashflow(const_value=[100] * 8, pyr=4)
>>> currency_conversion(cflo=cflo,
...                     exchange_rate=2,
...                     devaluation=interest_rate([1]*8, pyr=4)) 
    Qtr0   Qtr1   Qtr2   Qtr3
0 200.00 202.00 204.02 206.06
1 208.12 210.20 212.30 214.43

>>> cflo = cashflow(const_value=[100] * 5)
>>> currency_conversion(cflo=[cflo, cflo], exchange_rate=2) 
[Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)-(4,) [5] 200.00
,  Time Series:
Start = (0,)
End = (4,)
pyr = 1
Data = (0,)-(4,) [5] 200.00
]