/usr/include/ql/currencies/europe.hpp is in libquantlib0-dev 1.1-2build1.
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/*
Copyright (C) 2004, 2005, 2006 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file europe.hpp
\brief European currencies
Data from http://fx.sauder.ubc.ca/currency_table.html
and http://www.thefinancials.com/vortex/CurrencyFormats.html
*/
#ifndef quantlib_european_currencies_hpp
#define quantlib_european_currencies_hpp
#include <ql/currency.hpp>
namespace QuantLib {
//! Bulgarian lev
/*! The ISO three-letter code is BGL; the numeric code is 100.
It is divided in 100 stotinki.
\ingroup currencies
*/
class BGLCurrency : public Currency {
public:
BGLCurrency() {
static boost::shared_ptr<Data> bglData(
new Data("Bulgarian lev", "BGL", 100,
"lv", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = bglData;
}
};
//! Belarussian ruble
/*! The ISO three-letter code is BYR; the numeric code is 974.
It has no subdivisions.
\ingroup currencies
*/
class BYRCurrency : public Currency {
public:
BYRCurrency() {
static boost::shared_ptr<Data> byrData(
new Data("Belarussian ruble", "BYR", 974,
"BR", "", 1,
Rounding(),
"%2% %1$.0f"));
data_ = byrData;
}
};
//! Swiss franc
/*! The ISO three-letter code is CHF; the numeric code is 756.
It is divided into 100 cents.
\ingroup currencies
*/
class CHFCurrency : public Currency {
public:
CHFCurrency() {
static boost::shared_ptr<Data> chfData(
new Data("Swiss franc", "CHF", 756,
"SwF", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = chfData;
}
};
//! Cyprus pound
/*! The ISO three-letter code is CYP; the numeric code is 196.
It is divided in 100 cents.
\ingroup currencies
*/
class CYPCurrency : public Currency {
public:
CYPCurrency() {
static boost::shared_ptr<Data> cypData(
new Data("Cyprus pound", "CYP", 196,
"\xA3" "C", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = cypData;
}
};
//! Czech koruna
/*! The ISO three-letter code is CZK; the numeric code is 203.
It is divided in 100 haleru.
\ingroup currencies
*/
class CZKCurrency : public Currency {
public:
CZKCurrency() {
static boost::shared_ptr<Data> czkData(
new Data("Czech koruna", "CZK", 203,
"Kc", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = czkData;
}
};
//! Danish krone
/*! The ISO three-letter code is DKK; the numeric code is 208.
It is divided in 100 øre.
\ingroup currencies
*/
class DKKCurrency : public Currency {
public:
DKKCurrency() {
static boost::shared_ptr<Data> dkkData(
new Data("Danish krone", "DKK", 208,
"Dkr", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = dkkData;
}
};
//! Estonian kroon
/*! The ISO three-letter code is EEK; the numeric code is 233.
It is divided in 100 senti.
\ingroup currencies
*/
class EEKCurrency : public Currency {
public:
EEKCurrency() {
static boost::shared_ptr<Data> eekData(
new Data("Estonian kroon", "EEK", 233,
"KR", "", 100,
Rounding(),
"%1$.2f %2%"));
data_ = eekData;
}
};
//! European Euro
/*! The ISO three-letter code is EUR; the numeric code is 978.
It is divided into 100 cents.
\ingroup currencies
*/
class EURCurrency : public Currency {
public:
EURCurrency() {
static boost::shared_ptr<Data> eurData(
new Data("European Euro", "EUR", 978,
"", "", 100,
ClosestRounding(2),
"%2% %1$.2f"));
data_ = eurData;
}
};
//! British pound sterling
/*! The ISO three-letter code is GBP; the numeric code is 826.
It is divided into 100 pence.
\ingroup currencies
*/
class GBPCurrency : public Currency {
public:
GBPCurrency() {
static boost::shared_ptr<Data> gbpData(
new Data("British pound sterling", "GBP", 826,
"\xA3", "p", 100,
Rounding(),
"%3% %1$.2f"));
data_ = gbpData;
}
};
//! Hungarian forint
/*! The ISO three-letter code is HUF; the numeric code is 348.
It has no subdivisions.
\ingroup currencies
*/
class HUFCurrency : public Currency {
public:
HUFCurrency() {
static boost::shared_ptr<Data> hufData(
new Data("Hungarian forint", "HUF", 348,
"Ft", "", 1,
Rounding(),
"%1$.0f %3%"));
data_ = hufData;
}
};
//! Icelandic krona
/*! The ISO three-letter code is ISK; the numeric code is 352.
It is divided in 100 aurar.
\ingroup currencies
*/
class ISKCurrency : public Currency {
public:
ISKCurrency() {
static boost::shared_ptr<Data> iskData(
new Data("Iceland krona", "ISK", 352,
"IKr", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = iskData;
}
};
//! Lithuanian litas
/*! The ISO three-letter code is LTL; the numeric code is 440.
It is divided in 100 centu.
\ingroup currencies
*/
class LTLCurrency : public Currency {
public:
LTLCurrency() {
static boost::shared_ptr<Data> ltlData(
new Data("Lithuanian litas", "LTL", 440,
"Lt", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = ltlData;
}
};
//! Latvian lat
/*! The ISO three-letter code is LVL; the numeric code is 428.
It is divided in 100 santims.
\ingroup currencies
*/
class LVLCurrency : public Currency {
public:
LVLCurrency() {
static boost::shared_ptr<Data> lvlData(
new Data("Latvian lat", "LVL", 428,
"Ls", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = lvlData;
}
};
//! Maltese lira
/*! The ISO three-letter code is MTL; the numeric code is 470.
It is divided in 100 cents.
\ingroup currencies
*/
class MTLCurrency : public Currency {
public:
MTLCurrency() {
static boost::shared_ptr<Data> mtlData(
new Data("Maltese lira", "MTL", 470,
"Lm", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = mtlData;
}
};
//! Norwegian krone
/*! The ISO three-letter code is NOK; the numeric code is 578.
It is divided in 100 øre.
\ingroup currencies
*/
class NOKCurrency : public Currency {
public:
NOKCurrency() {
static boost::shared_ptr<Data> nokData(
new Data("Norwegian krone", "NOK", 578,
"NKr", "", 100,
Rounding(),
"%3% %1$.2f"));
data_ = nokData;
}
};
//! Polish zloty
/*! The ISO three-letter code is PLN; the numeric code is 985.
It is divided in 100 groszy.
\ingroup currencies
*/
class PLNCurrency : public Currency {
public:
PLNCurrency() {
static boost::shared_ptr<Data> plnData(
new Data("Polish zloty", "PLN", 985,
"zl", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = plnData;
}
};
//! Romanian leu
/*! The ISO three-letter code was ROL; the numeric code was 642.
It was divided in 100 bani.
Obsoleted by the new leu since July 2005.
\ingroup currencies
*/
class ROLCurrency : public Currency {
public:
ROLCurrency() {
static boost::shared_ptr<Data> rolData(
new Data("Romanian leu", "ROL", 642,
"L", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = rolData;
}
};
//! Romanian new leu
/*! The ISO three-letter code is RON; the numeric code is 946.
It is divided in 100 bani.
\ingroup currencies
*/
class RONCurrency : public Currency {
public:
RONCurrency() {
static boost::shared_ptr<Data> ronData(
new Data("Romanian new leu",
"RON", 946,
"L", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = ronData;
}
};
//! Swedish krona
/*! The ISO three-letter code is SEK; the numeric code is 752.
It is divided in 100 öre.
\ingroup currencies
*/
class SEKCurrency : public Currency {
public:
SEKCurrency() {
static boost::shared_ptr<Data> sekData(
new Data("Swedish krona", "SEK", 752,
"kr", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = sekData;
}
};
//! Slovenian tolar
/*! The ISO three-letter code is SIT; the numeric code is 705.
It is divided in 100 stotinov.
\ingroup currencies
*/
class SITCurrency : public Currency {
public:
SITCurrency() {
static boost::shared_ptr<Data> sitData(
new Data("Slovenian tolar", "SIT", 705,
"SlT", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = sitData;
}
};
//! Slovak koruna
/*! The ISO three-letter code is SKK; the numeric code is 703.
It is divided in 100 halierov.
\ingroup currencies
*/
class SKKCurrency : public Currency {
public:
SKKCurrency() {
static boost::shared_ptr<Data> skkData(
new Data("Slovak koruna", "SKK", 703,
"Sk", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = skkData;
}
};
//! Turkish lira
/*! The ISO three-letter code was TRL; the numeric code was 792.
It was divided in 100 kurus.
Obsoleted by the new Turkish lira since 2005.
\ingroup currencies
*/
class TRLCurrency : public Currency {
public:
TRLCurrency() {
static boost::shared_ptr<Data> trlData(
new Data("Turkish lira", "TRL", 792,
"TL", "", 100,
Rounding(),
"%1$.0f %3%"));
data_ = trlData;
}
};
//! New Turkish lira
/*! The ISO three-letter code is TRY; the numeric code is 949.
It is divided in 100 new kurus.
\ingroup currencies
*/
class TRYCurrency : public Currency {
public:
TRYCurrency() {
static boost::shared_ptr<Data> tryData(
new Data("New Turkish lira", "TRY", 949,
"YTL", "", 100,
Rounding(),
"%1$.2f %3%"));
data_ = tryData;
}
};
// currencies obsoleted by Euro
//! Austrian shilling
/*! The ISO three-letter code was ATS; the numeric code was 40.
It was divided in 100 groschen.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class ATSCurrency : public Currency {
public:
ATSCurrency() {
static boost::shared_ptr<Data> atsData(
new Data("Austrian shilling", "ATS", 40,
"", "", 100,
Rounding(),
"%2% %1$.2f",
EURCurrency()));
data_ = atsData;
}
};
//! Belgian franc
/*! The ISO three-letter code was BEF; the numeric code was 56.
It had no subdivisions.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class BEFCurrency : public Currency {
public:
BEFCurrency() {
static boost::shared_ptr<Data> befData(
new Data("Belgian franc", "BEF", 56,
"", "", 1,
Rounding(),
"%2% %1$.0f",
EURCurrency()));
data_ = befData;
}
};
//! Deutsche mark
/*! The ISO three-letter code was DEM; the numeric code was 276.
It was divided into 100 pfennig.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class DEMCurrency : public Currency {
public:
DEMCurrency() {
static boost::shared_ptr<Data> demData(
new Data("Deutsche mark", "DEM", 276,
"DM", "", 100,
Rounding(),
"%1$.2f %3%",
EURCurrency()));
data_ = demData;
}
};
//! Spanish peseta
/*! The ISO three-letter code was ESP; the numeric code was 724.
It was divided in 100 centimos.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class ESPCurrency : public Currency {
public:
ESPCurrency() {
static boost::shared_ptr<Data> espData(
new Data("Spanish peseta", "ESP", 724,
"Pta", "", 100,
Rounding(),
"%1$.0f %3%",
EURCurrency()));
data_ = espData;
}
};
//! Finnish markka
/*! The ISO three-letter code was FIM; the numeric code was 246.
It was divided in 100 penniä.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class FIMCurrency : public Currency {
public:
FIMCurrency() {
static boost::shared_ptr<Data> fimData(
new Data("Finnish markka", "FIM", 246,
"mk", "", 100,
Rounding(),
"%1$.2f %3%",
EURCurrency()));
data_ = fimData;
}
};
//! French franc
/*! The ISO three-letter code was FRF; the numeric code was 250.
It was divided in 100 centimes.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class FRFCurrency : public Currency {
public:
FRFCurrency() {
static boost::shared_ptr<Data> frfData(
new Data("French franc", "FRF", 250,
"", "", 100,
Rounding(),
"%1$.2f %2%",
EURCurrency()));
data_ = frfData;
}
};
//! Greek drachma
/*! The ISO three-letter code was GRD; the numeric code was 300.
It was divided in 100 lepta.
Obsoleted by the Euro since 2001.
\ingroup currencies
*/
class GRDCurrency : public Currency {
public:
GRDCurrency() {
static boost::shared_ptr<Data> grdData(
new Data("Greek drachma", "GRD", 300,
"", "", 100,
Rounding(),
"%1$.2f %2%",
EURCurrency()));
data_ = grdData;
}
};
//! Irish punt
/*! The ISO three-letter code was IEP; the numeric code was 372.
It was divided in 100 pence.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class IEPCurrency : public Currency {
public:
IEPCurrency() {
static boost::shared_ptr<Data> iepData(
new Data("Irish punt", "IEP", 372,
"", "", 100,
Rounding(),
"%2% %1$.2f",
EURCurrency()));
data_ = iepData;
}
};
//! Italian lira
/*! The ISO three-letter code was ITL; the numeric code was 380.
It had no subdivisions.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class ITLCurrency : public Currency {
public:
ITLCurrency() {
static boost::shared_ptr<Data> itlData(
new Data("Italian lira", "ITL", 380,
"L", "", 1,
Rounding(),
"%3% %1$.0f",
EURCurrency()));
data_ = itlData;
}
};
//! Luxembourg franc
/*! The ISO three-letter code was LUF; the numeric code was 442.
It was divided in 100 centimes.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class LUFCurrency : public Currency {
public:
LUFCurrency() {
static boost::shared_ptr<Data> lufData(
new Data("Luxembourg franc", "LUF", 442,
"F", "", 100,
Rounding(),
"%1$.0f %3%",
EURCurrency()));
data_ = lufData;
}
};
//! Dutch guilder
/*! The ISO three-letter code was NLG; the numeric code was 528.
It was divided in 100 cents.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class NLGCurrency : public Currency {
public:
NLGCurrency() {
static boost::shared_ptr<Data> nlgData(
new Data("Dutch guilder", "NLG", 528,
"f", "", 100,
Rounding(),
"%3% %1$.2f",
EURCurrency()));
data_ = nlgData;
}
};
//! Portuguese escudo
/*! The ISO three-letter code was PTE; the numeric code was 620.
It was divided in 100 centavos.
Obsoleted by the Euro since 1999.
\ingroup currencies
*/
class PTECurrency : public Currency {
public:
PTECurrency() {
static boost::shared_ptr<Data> pteData(
new Data("Portuguese escudo", "PTE", 620,
"Esc", "", 100,
Rounding(),
"%1$.0f %3%",
EURCurrency()));
data_ = pteData;
}
};
}
#endif
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