/src/quantlib/ql/currency.hpp
Line | Count | Source |
1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2004 Decillion Pty(Ltd) |
5 | | Copyright (C) 2004, 2005, 2006, 2007 StatPro Italia srl |
6 | | |
7 | | This file is part of QuantLib, a free-software/open-source library |
8 | | for financial quantitative analysts and developers - http://quantlib.org/ |
9 | | |
10 | | QuantLib is free software: you can redistribute it and/or modify it |
11 | | under the terms of the QuantLib license. You should have received a |
12 | | copy of the license along with this program; if not, please email |
13 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
14 | | <https://www.quantlib.org/license.shtml>. |
15 | | |
16 | | This program is distributed in the hope that it will be useful, but WITHOUT |
17 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
18 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
19 | | */ |
20 | | |
21 | | /*! \file currency.hpp |
22 | | \brief Currency specification |
23 | | */ |
24 | | |
25 | | #ifndef quantlib_currency_hpp |
26 | | #define quantlib_currency_hpp |
27 | | |
28 | | #include <ql/math/rounding.hpp> |
29 | | #include <ql/errors.hpp> |
30 | | #include <iosfwd> |
31 | | #include <set> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | //! %Currency specification |
36 | | class Currency { |
37 | | public: |
38 | | //! \name Constructors |
39 | | //@{ |
40 | | //! default constructor |
41 | | /*! Instances built via this constructor have undefined |
42 | | behavior. Such instances can only act as placeholders |
43 | | and must be reassigned to a valid currency before being |
44 | | used. |
45 | | */ |
46 | 0 | Currency() = default; |
47 | | Currency(const std::string& name, |
48 | | const std::string& code, |
49 | | Integer numericCode, |
50 | | const std::string& symbol, |
51 | | const std::string& fractionSymbol, |
52 | | Integer fractionsPerUnit, |
53 | | const Rounding& rounding, |
54 | | const Currency& triangulationCurrency = Currency(), |
55 | | const std::set<std::string>& minorUnitCodes = {}); |
56 | | //@} |
57 | | //! \name Inspectors |
58 | | //@{ |
59 | | //! currency name, e.g, "U.S. Dollar" |
60 | | const std::string& name() const; |
61 | | //! ISO 4217 three-letter code, e.g, "USD" |
62 | | const std::string& code() const; |
63 | | //! ISO 4217 numeric code, e.g, "840" |
64 | | Integer numericCode() const; |
65 | | //! symbol, e.g, "$" |
66 | | const std::string& symbol() const; |
67 | | //! fraction symbol, e.g, "ยข" |
68 | | const std::string& fractionSymbol() const; |
69 | | //! number of fractionary parts in a unit, e.g, 100 |
70 | | Integer fractionsPerUnit() const; |
71 | | //! rounding convention |
72 | | const Rounding& rounding() const; |
73 | | //@} |
74 | | //! \name Other information |
75 | | //@{ |
76 | | //! is this a usable instance? |
77 | | bool empty() const; |
78 | | //! currency used for triangulated exchange when required |
79 | | const Currency& triangulationCurrency() const; |
80 | | //! minor unit codes, e.g. GBp, GBX for GBP |
81 | | const std::set<std::string>& minorUnitCodes() const; |
82 | | //@} |
83 | | protected: |
84 | | struct Data; |
85 | | ext::shared_ptr<Data> data_; |
86 | | private: |
87 | | void checkNonEmpty() const; |
88 | | }; |
89 | | |
90 | | struct Currency::Data { |
91 | | std::string name, code; |
92 | | Integer numeric; |
93 | | std::string symbol, fractionSymbol; |
94 | | Integer fractionsPerUnit; |
95 | | Rounding rounding; |
96 | | Currency triangulated; |
97 | | std::set<std::string> minorUnitCodes; |
98 | | |
99 | | Data(std::string name, |
100 | | std::string code, |
101 | | Integer numericCode, |
102 | | std::string symbol, |
103 | | std::string fractionSymbol, |
104 | | Integer fractionsPerUnit, |
105 | | const Rounding& rounding, |
106 | | Currency triangulationCurrency = Currency(), |
107 | | std::set<std::string> minorUnitCodes = {}); |
108 | | }; |
109 | | |
110 | | |
111 | | /*! \relates Currency */ |
112 | | bool operator==(const Currency&, |
113 | | const Currency&); |
114 | | |
115 | | /*! \relates Currency */ |
116 | | bool operator!=(const Currency&, |
117 | | const Currency&); |
118 | | |
119 | | /*! \relates Currency */ |
120 | | std::ostream& operator<<(std::ostream&, |
121 | | const Currency&); |
122 | | |
123 | | |
124 | | // inline definitions |
125 | | |
126 | 0 | inline void Currency::checkNonEmpty() const { |
127 | 0 | QL_REQUIRE(data_, "no currency data provided"); |
128 | 0 | } |
129 | | |
130 | 0 | inline const std::string& Currency::name() const { |
131 | 0 | checkNonEmpty(); |
132 | 0 | return data_->name; |
133 | 0 | } |
134 | | |
135 | 0 | inline const std::string& Currency::code() const { |
136 | 0 | checkNonEmpty(); |
137 | 0 | return data_->code; |
138 | 0 | } |
139 | | |
140 | 0 | inline Integer Currency::numericCode() const { |
141 | 0 | checkNonEmpty(); |
142 | 0 | return data_->numeric; |
143 | 0 | } |
144 | | |
145 | 0 | inline const std::string& Currency::symbol() const { |
146 | 0 | checkNonEmpty(); |
147 | 0 | return data_->symbol; |
148 | 0 | } |
149 | | |
150 | 0 | inline const std::string& Currency::fractionSymbol() const { |
151 | 0 | checkNonEmpty(); |
152 | 0 | return data_->fractionSymbol; |
153 | 0 | } |
154 | | |
155 | 0 | inline Integer Currency::fractionsPerUnit() const { |
156 | 0 | checkNonEmpty(); |
157 | 0 | return data_->fractionsPerUnit; |
158 | 0 | } |
159 | | |
160 | 0 | inline const Rounding& Currency::rounding() const { |
161 | 0 | checkNonEmpty(); |
162 | 0 | return data_->rounding; |
163 | 0 | } |
164 | | |
165 | 0 | inline bool Currency::empty() const { |
166 | 0 | return !data_; |
167 | 0 | } |
168 | | |
169 | 0 | inline const Currency& Currency::triangulationCurrency() const { |
170 | 0 | checkNonEmpty(); |
171 | 0 | return data_->triangulated; |
172 | 0 | } |
173 | | |
174 | 0 | inline const std::set<std::string>& Currency::minorUnitCodes() const { |
175 | 0 | checkNonEmpty(); |
176 | 0 | return data_->minorUnitCodes; |
177 | 0 | } |
178 | | |
179 | 0 | inline bool operator==(const Currency& c1, const Currency& c2) { |
180 | 0 | return (c1.empty() && c2.empty()) || |
181 | 0 | (!c1.empty() && !c2.empty() && c1.name() == c2.name()); |
182 | 0 | } |
183 | | |
184 | 0 | inline bool operator!=(const Currency& c1, const Currency& c2) { |
185 | 0 | return !(c1 == c2); |
186 | 0 | } |
187 | | |
188 | | } |
189 | | |
190 | | |
191 | | #endif |