過去の通貨換算
ドイツのフランクフルト証券取引所で取引されたドイツの企業Siemensの株価の終値は,ユーロで与えられる.それぞれの日付の終値に対して,過去の通貨換算率を使ってユーロを米ドルに変換する.
完全なWolfram言語入力を表示する
In[2]:=
siemens = TemporalData[TimeSeries, {{
StructuredArray[QuantityArray, {253},
StructuredArray`StructuredData[QuantityArray, CompressedData["
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"], "Euros", {{
1}}]]}, CompressedData["
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"], 1, {
"Continuous", 1}, {"Discrete", 1}, 1, {
ValueDimensions -> 1, DateFunction -> Automatic,
ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
True, 314.1];
In[3]:=
siemens["FirstValue"]
Out[3]=
その期間のユーロ・米ドル間の通貨換算率を取得する.
完全なWolfram言語入力を表示する
In[5]:=
rates = TemporalData[TimeSeries, {{
StructuredArray[QuantityArray, {343},
StructuredArray`StructuredData[QuantityArray, CompressedData["
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"], "USCents", {{
1}}]]}, CompressedData["
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"], 1, {"Continuous", 1}, {"Discrete", 1}, 1, {
ValueDimensions -> 1, DateFunction -> Automatic,
ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
True, 314.1];
現在の換算率と比較した過去の換算率をプロットする.
In[6]:=
current = FinancialData["EUR/USD"]
Out[6]=
完全なWolfram言語入力を表示する
Out[7]=
換算率の単位をチェックする.
In[8]:=
rates["FirstValue"]
Out[8]=
これらはセントの単位なので,まず米ドルに換算してから,株価をユーロで割る.
In[9]:=
ratesUSD = UnitConvert[rates, "$"]*Quantity[1/"Euros"]
Out[9]=
In[10]:=
ratesUSD["FirstValue"]
Out[10]=
株価の時系列に通貨変換率の時間を掛ける.
In[11]:=
prices1 = ratesUSD*siemens;
UnitConvertを使って,米ドル対ユーロの現在の変換率で株価を変換する.
In[12]:=
prices2 = UnitConvert[siemens, "$"];
完全なWolfram言語入力を表示する
Out[13]=