Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
africa.cpp
Go to the documentation of this file.
1/*
2 Copyright (C) 2016 Quaternion Risk Management Ltd
3 All rights reserved.
4
5 This file is part of ORE, a free-software/open-source library
6 for transparent pricing and risk analysis - http://opensourcerisk.org
7
8 ORE is free software: you can redistribute it and/or modify it
9 under the terms of the Modified BSD License. You should have received a
10 copy of the license along with this program.
11 The license is also available online at <http://opensourcerisk.org>
12
13 This program is distributed on the basis that it will form a useful
14 contribution to risk analytics and model standardisation, but WITHOUT
15 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
20
21using namespace QuantLib;
22
23namespace QuantExt {
24
25// Tunisian dinar
26// TNDCurrency::TNDCurrency() {
27// static QuantLib::ext::shared_ptr<Data> tndData(
28// new Data("Tunisian dinar", "TND", 788, "TND", "", 1000, Rounding(), "1$.2f %3%"));
29// data_ = tndData;
30// }
31
32// Egyptian pound
33// EGPCurrency::EGPCurrency() {
34// static QuantLib::ext::shared_ptr<Data> egpData(
35// new Data("Egyptian pound", "EGP", 818, "EGP", "", 100, Rounding(), "1$.2f %3%"));
36// data_ = egpData;
37// }
38
39// Mauritian rupee
40// MURCurrency::MURCurrency() {
41// static QuantLib::ext::shared_ptr<Data> murData(
42// new Data("Mauritian rupee", "MUR", 480, "MUR", "", 100, Rounding(), "1$.2f %3%"));
43// data_ = murData;
44// }
45
46// Ugandan shilling
47// UGXCurrency::UGXCurrency() {
48// static QuantLib::ext::shared_ptr<Data> ugxData(
49// new Data("Ugandan shilling", "UGX", 800, "UGX", "", 1, Rounding(), "1$.2f %3%"));
50// data_ = ugxData;
51// }
52
53// Zambian kwacha
54// ZMWCurrency::ZMWCurrency() {
55// static QuantLib::ext::shared_ptr<Data> zmwData(
56// new Data("Zambian kwacha", "ZMW", 967, "ZMW", "", 100, Rounding(), "1$.2f %3%"));
57// data_ = zmwData;
58// }
59
60// Moroccan dirham
61// MADCurrency::MADCurrency() {
62// static QuantLib::ext::shared_ptr<Data> madData(
63// new Data("Moroccan dirham", "MAD", 504, "MAD", "", 100, Rounding(), "1$.2f %3%"));
64// data_ = madData;
65// }
66
67// Kenyan shilling
68// KESCurrency::KESCurrency() {
69// static QuantLib::ext::shared_ptr<Data> kesData(
70// new Data("Kenyan shilling", "KES", 404, "KES", "", 100, Rounding(), "1$.2f %3%"));
71// data_ = kesData;
72// }
73
74// Ghanaian cedi
75// GHSCurrency::GHSCurrency() {
76// static QuantLib::ext::shared_ptr<Data> ghsData(
77// new Data("Ghanaian cedi", "GHS", 936, "GHS", "", 100, Rounding(), "1$.2f %3%"));
78// data_ = ghsData;
79// }
80
81// Angolan kwanza
82// AOACurrency::AOACurrency() {
83// static QuantLib::ext::shared_ptr<Data> aoaData(
84// new Data("Angolan kwanza", "AOA", 973, "AOA", "", 100, Rounding(), "1$.2f %3%"));
85// data_ = aoaData;
86// }
87
88// Ethiopian birr
89// ETBCurrency::ETBCurrency() {
90// static QuantLib::ext::shared_ptr<Data> etbData(
91// new Data("Ethiopian birr", "ETB", 230, "ETB", "", 100, Rounding(), "1$.2f %3%"));
92// data_ = etbData;
93// }
94
95// West African CFA franc
96// XOFCurrency::XOFCurrency() {
97// static QuantLib::ext::shared_ptr<Data> xofData(
98// new Data("West African CFA franc", "XOF", 952, "XOF", "", 100, Rounding(), "1$.2f %3%"));
99// data_ = xofData;
100// }
101} // namespace QuantExt
Extend QuantLib African currencies.