devaluation.R

## Fuction that computes the devaluation factor depending on the 
# time interval, based on the target yearly ratio.
decrease <- function(days, yrRatio = 0.5) {
  exp(days/365.25 * log(yrRatio))
}

# Test & plot
x <- 0:800; 
plot(x, decrease(x), type = "l", yaxp  = c(0.25, 1, 3), #xaxp  = c(0, 365.25*2, 6),
     ylab = "Devaluation", xlab = "time (in days)")
abline(v = (1:2) * 365.25, h = c(0.5, 0.25))

# In our case...
buy <- as.Date('2015-12-01')
sell <- as.Date('2016-05-15')
total <- 373
print(res <- decrease(as.numeric(sell - buy)) * total)
# 272.2048