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Module fx

Module fx 

Source
Expand description

FX (Foreign Exchange) generators.

This module provides generators for:

  • FX rates using Ornstein-Uhlenbeck mean-reverting process
  • Currency translation for trial balances
  • Currency Translation Adjustment (CTA) calculations

Structsยง

CTAAnalysis
Detailed CTA analysis for a single subsidiary.
CTABreakdownItem
CTA breakdown item for detailed analysis.
CTAGenerator
Generator for Currency Translation Adjustment entries.
CTAGeneratorConfig
Configuration for CTA generation.
CTASummary
Summary of CTA across all subsidiaries.
CurrencyTranslator
Currency translator for financial statements.
CurrencyTranslatorConfig
Configuration for currency translation.
FxRateGenerator
Generates a complete set of FX rates for a simulation period.
FxRateService
Service for generating FX rates.
FxRateServiceConfig
Configuration for FX rate generation.
GeneratedFxRates
Container for all generated FX rates.
SubsidiaryCTAInput
Input data for subsidiary CTA calculation.
TranslatedTrialBalance
Translated trial balance in group currency.
TranslatedTrialBalanceLine
A line in a translated trial balance.