CurrencyParser Class Reference

#include <ored/utilities/currencyparser.hpp>

Inheritance diagram for CurrencyParser:

Collaboration diagram for CurrencyParser:

Public Member Functions
	CurrencyParser ()
QuantLib::Currency	parseCurrency (const std::string &name) const
QuantLib::Currency	parseMinorCurrency (const std::string &name) const
QuantLib::Currency	parseCurrencyWithMinors (const std::string &name) const
std::pair< QuantLib::Currency, QuantLib::Currency >	parseCurrencyPair (const std::string &name, const std::string &delimiters) const
void	addCurrency (const std::string &newName, const QuantLib::Currency &currency)
void	addMetal (const std::string &newName, const QuantLib::Currency &currency)
void	addCrypto (const std::string &newName, const QuantLib::Currency &currency)
bool	isValidCurrency (const std::string &name) const
bool	isMinorCurrency (const std::string &name) const
bool	isPseudoCurrency (const std::string &name) const
bool	isPreciousMetal (const std::string &name) const
bool	isCryptoCurrency (const std::string &name) const
bool	hasMinorCurrency (const std::string &name) const
std::string	getMinorCurrency (const std::string &name) const
std::set< std::string >	pseudoCurrencyCodes () const
QuantLib::Real	convertMinorToMajorCurrency (const std::string &s, QuantLib::Real value)
void	reset ()

Private Member Functions
void	addMinorCurrencyCodes (const QuantLib::Currency &currency)

Private Attributes
boost::shared_mutex	mutex_
std::map< std::string, QuantLib::Currency >	currencies_
std::map< std::string, QuantLib::Currency >	minorCurrencies_
std::map< std::string, QuantLib::Currency >	preciousMetals_
std::map< std::string, QuantLib::Currency >	cryptoCurrencies_

Detailed Description

Definition at line 36 of file currencyparser.hpp.

Constructor & Destructor Documentation

CurrencyParser()

CurrencyParser

(

)

Definition at line 43 of file currencyparser.cpp.

{ reset(); }

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Member Function Documentation

parseCurrency()

QuantLib::Currency parseCurrency

(

const std::string &

name

)

const

Definition at line 45 of file currencyparser.cpp.

                                                                          {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    {
        auto it = currencies_.find(name);
        if (it != currencies_.end()) {
            return it->second;
        }
    }
    {
        auto it = preciousMetals_.find(name);
        if (it != preciousMetals_.end()) {
            return it->second;
        }
    }
    {
        auto it = cryptoCurrencies_.find(name);
        if (it != cryptoCurrencies_.end()) {
            return it->second;
        }
    }
    QL_FAIL("Currency \"" << name << "\" not recognized");
}

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parseMinorCurrency()

QuantLib::Currency parseMinorCurrency

(

const std::string &

name

)

const

Definition at line 68 of file currencyparser.cpp.

                                                                               {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    auto it = minorCurrencies_.find(name);
    if (it != minorCurrencies_.end()) {
        return it->second;
    }
    QL_FAIL("Currency \"" << name << "\" not recognized");
}

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parseCurrencyWithMinors()

QuantLib::Currency parseCurrencyWithMinors

(

const std::string &

name

)

const

Definition at line 77 of file currencyparser.cpp.

                                                                                    {
    try {
        return parseCurrency(name);
    } catch (...) {
    }
    return parseMinorCurrency(name);
}

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parseCurrencyPair()

std::pair< QuantLib::Currency, QuantLib::Currency > parseCurrencyPair	(	const std::string &	name,
		const std::string &	delimiters
	)		const

Definition at line 86 of file currencyparser.cpp.

                                                                                          {
    std::vector<std::string> tokens;
    tokens = boost::split(tokens, name, boost::is_any_of(delimiters));
    if (tokens.size() == 1) {
        if (tokens[0].size() > 6) {
            QL_FAIL("Failed to parse currency pair (" << tokens[0] << ")");
        }
 
        QuantLib::Currency ccy1 = parseCurrency(tokens[0].substr(0, 3));
        QuantLib::Currency ccy2 = parseCurrency(tokens[0].substr(3));
        return std::make_pair(ccy1, ccy2);
    } else if (tokens.size() == 2) {
        try {
            QuantLib::Currency ccy1 = parseCurrency(tokens[0]);
            QuantLib::Currency ccy2 = parseCurrency(tokens[1]);
            return std::make_pair(ccy1, ccy2);
        } catch (const std::exception& e) {
            QL_FAIL("Failed to parse currency pair (" << name << "): " << e.what());
        }
    } else {
        QL_FAIL("Failed to parse currency pair (" << name << ")");
    }
}

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addCurrency()

void addCurrency	(	const std::string &	newName,
		const QuantLib::Currency &	currency
	)

Definition at line 175 of file currencyparser.cpp.

                                                                                           {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
    if (currencies_.find(newName) != currencies_.end() || preciousMetals_.find(newName) != preciousMetals_.end() ||
        cryptoCurrencies_.find(newName) != cryptoCurrencies_.end())
        return;
    currencies_[newName] = currency;
    addMinorCurrencyCodes(currency);
}

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addMetal()

void addMetal	(	const std::string &	newName,
		const QuantLib::Currency &	currency
	)

Definition at line 184 of file currencyparser.cpp.

                                                                                        {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
    if (currencies_.find(newName) != currencies_.end() || preciousMetals_.find(newName) != preciousMetals_.end() ||
        cryptoCurrencies_.find(newName) != cryptoCurrencies_.end())
        return;
    preciousMetals_[newName] = currency;
}

addCrypto()

void addCrypto	(	const std::string &	newName,
		const QuantLib::Currency &	currency
	)

Definition at line 192 of file currencyparser.cpp.

                                                                                         {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
    if (currencies_.find(newName) != currencies_.end() || preciousMetals_.find(newName) != preciousMetals_.end() ||
        cryptoCurrencies_.find(newName) != cryptoCurrencies_.end())
        return;
    cryptoCurrencies_[newName] = currency;
}

isValidCurrency()

bool isValidCurrency

(

const std::string &

name

)

const

Definition at line 110 of file currencyparser.cpp.

                                                                {
    try {
        parseCurrencyWithMinors(name);
        return true;
    } catch (...) {
    }
    return false;
}

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isMinorCurrency()

bool isMinorCurrency

(

const std::string &

name

)

const

Definition at line 119 of file currencyparser.cpp.

                                                                {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    return minorCurrencies_.find(name) != minorCurrencies_.end();
}

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isPseudoCurrency()

bool isPseudoCurrency

(

const std::string &

name

)

const

Definition at line 124 of file currencyparser.cpp.

                                                                 {
    return isPreciousMetal(name) || isCryptoCurrency(name);
}

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isPreciousMetal()

bool isPreciousMetal

(

const std::string &

name

)

const

Definition at line 128 of file currencyparser.cpp.

                                                                {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    return preciousMetals_.find(name) != preciousMetals_.end();
}

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isCryptoCurrency()

bool isCryptoCurrency

(

const std::string &

name

)

const

Definition at line 133 of file currencyparser.cpp.

                                                                 {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    return cryptoCurrencies_.find(name) != cryptoCurrencies_.end();
}

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hasMinorCurrency()

bool hasMinorCurrency

(

const std::string &

name

)

const

Definition at line 138 of file currencyparser.cpp.

                                                                 {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    for (auto const& c : minorCurrencies_) {
        if (c.second.code() == name)
            return true;
    }
    return false;
}

getMinorCurrency()

std::string getMinorCurrency

(

const std::string &

name

)

const

Definition at line 147 of file currencyparser.cpp.

                                                                      {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    for (auto const& c : minorCurrencies_) {
        if (c.second.code() == name)
            return c.first;
    }
    QL_FAIL("no minor currency found for '" << name << "'");
}

pseudoCurrencyCodes()

std::set< std::string > pseudoCurrencyCodes

(

)

const

Definition at line 156 of file currencyparser.cpp.

                                                            {
    boost::shared_lock<boost::shared_mutex> lock(mutex_);
    std::set<std::string> tmp;
    for (auto const& c : preciousMetals_)
        tmp.insert(c.first);
    for (auto const& c : cryptoCurrencies_)
        tmp.insert(c.first);
    return tmp;
}

convertMinorToMajorCurrency()

QuantLib::Real convertMinorToMajorCurrency	(	const std::string &	s,
		QuantLib::Real	value
	)

Definition at line 166 of file currencyparser.cpp.

                                                                                               {
    if (isMinorCurrency(s)) {
        QuantLib::Currency ccy = parseMinorCurrency(s);
        return value / ccy.fractionsPerUnit();
    } else {
        return value;
    }
}

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reset()

void reset

(

)

Definition at line 206 of file currencyparser.cpp.

                           {
    boost::unique_lock<boost::shared_mutex> lock(mutex_);
 
    currencies_ = {{"AED", AEDCurrency()}, {"AOA", AOACurrency()}, {"ARS", ARSCurrency()}, {"ATS", ATSCurrency()},
                   {"AUD", AUDCurrency()}, {"BEF", BEFCurrency()}, {"BGN", BGNCurrency()}, {"BHD", BHDCurrency()},
                   {"BRL", BRLCurrency()}, {"BWP", BWPCurrency()}, {"CAD", CADCurrency()}, {"CHF", CHFCurrency()},
                   {"CLF", CLFCurrency()}, {"CLP", CLPCurrency()}, {"CNH", CNHCurrency()}, {"CNY", CNYCurrency()},
                   {"COP", COPCurrency()}, {"COU", COUCurrency()}, {"CZK", CZKCurrency()}, {"DEM", DEMCurrency()},
                   {"DKK", DKKCurrency()}, {"EGP", EGPCurrency()}, {"ESP", ESPCurrency()}, {"ETB", ETBCurrency()},
                   {"EUR", EURCurrency()}, {"FIM", FIMCurrency()}, {"FRF", FRFCurrency()}, {"GBP", GBPCurrency()},
                   {"GEL", GELCurrency()}, {"GHS", GHSCurrency()}, {"GRD", GRDCurrency()}, {"HKD", HKDCurrency()},
                   {"HRK", HRKCurrency()}, {"HUF", HUFCurrency()}, {"IDR", IDRCurrency()}, {"IEP", IEPCurrency()},
                   {"ILS", ILSCurrency()}, {"INR", INRCurrency()}, {"ISK", ISKCurrency()}, {"ITL", ITLCurrency()},
                   {"JOD", JODCurrency()}, {"JPY", JPYCurrency()}, {"KES", KESCurrency()}, {"KRW", KRWCurrency()},
                   {"KWD", KWDCurrency()}, {"KZT", KZTCurrency()}, {"LKR", LKRCurrency()}, {"LUF", LUFCurrency()},
                   {"MAD", MADCurrency()}, {"MUR", MURCurrency()}, {"MXN", MXNCurrency()}, {"MXV", MXVCurrency()},
                   {"MYR", MYRCurrency()}, {"NGN", NGNCurrency()}, {"NLG", NLGCurrency()}, {"NOK", NOKCurrency()},
                   {"NZD", NZDCurrency()}, {"OMR", OMRCurrency()}, {"PEN", PENCurrency()}, {"PHP", PHPCurrency()},
                   {"PKR", PKRCurrency()}, {"PLN", PLNCurrency()}, {"PTE", PTECurrency()}, {"QAR", QARCurrency()},
                   {"RON", RONCurrency()}, {"RSD", RSDCurrency()}, {"RUB", RUBCurrency()}, {"SAR", SARCurrency()},
                   {"SEK", SEKCurrency()}, {"SGD", SGDCurrency()}, {"THB", THBCurrency()}, {"TND", TNDCurrency()},
                   {"TRY", TRYCurrency()}, {"TWD", TWDCurrency()}, {"UAH", UAHCurrency()}, {"UGX", UGXCurrency()},
                   {"USD", USDCurrency()}, {"UYU", UYUCurrency()}, {"VND", VNDCurrency()}, {"XOF", XOFCurrency()},
                   {"ZAR", ZARCurrency()}, {"ZMW", ZMWCurrency()}};
 
    minorCurrencies_ = {{"GBp", GBPCurrency()}, {"GBX", GBPCurrency()}, {"ILa", ILSCurrency()}, {"ILX", ILSCurrency()},
                        {"ILs", ILSCurrency()}, {"KWf", KWDCurrency()}, {"ILA", ILSCurrency()}, {"ZAc", ZARCurrency()},
                        {"ZAC", ZARCurrency()}, {"ZAX", ZARCurrency()}};
 
    preciousMetals_ = {{"XAG", XAGCurrency()}, {"XAU", XAUCurrency()}, {"XPT", XPTCurrency()}, {"XPD", XPDCurrency()}};
 
    cryptoCurrencies_ = {{"XBT", BTCCurrency()}, {"BTC", BTCCurrency()}, {"ETH", ETHCurrency()}, {"ETC", ETCCurrency()},
                         {"BCH", BCHCurrency()}, {"XRP", XRPCurrency()}, {"LTC", LTCCurrency()}};
 
    for (auto const& c : currencies_) {
        addMinorCurrencyCodes(c.second);
    }
}

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addMinorCurrencyCodes()

void addMinorCurrencyCodes ( const QuantLib::Currency &  currency )

private

Definition at line 200 of file currencyparser.cpp.

                                                                           {
    for (auto const& c : currency.minorUnitCodes()) {
        minorCurrencies_[c] = currency;
    }
}

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Member Data Documentation

mutex_

boost::shared_mutex mutex_

mutableprivate

Definition at line 68 of file currencyparser.hpp.

currencies_

std::map<std::string, QuantLib::Currency> currencies_

private

Definition at line 69 of file currencyparser.hpp.

minorCurrencies_

std::map<std::string, QuantLib::Currency> minorCurrencies_

private

Definition at line 70 of file currencyparser.hpp.

preciousMetals_

std::map<std::string, QuantLib::Currency> preciousMetals_

private

Definition at line 71 of file currencyparser.hpp.

cryptoCurrencies_

std::map<std::string, QuantLib::Currency> cryptoCurrencies_

private

Definition at line 72 of file currencyparser.hpp.