Add currencies

Author: Eucalyptus2013

src/Ito.jl

@@ -8,5 +8,6 @@ include("maths/statistics.jl")
 include("maths/integration.jl")
 include("ts/term_structure.jl")
 include("process/process.jl")
+include("currencies/currency.jl")
 
 end

src/currencies/currency.jl

@@ -0,0 +1,124 @@
+immutable Currency
+	name::String
+	code::String
+	numeric::Int
+	symbol::String
+	fractionSymbol::String
+	fractionsPerUnit::Int
+	rounding::Function
+	formatString::String
+end
+
+
+# Data from http://fx.sauder.ubc.ca/currency_table.html
+# and http://www.thefinancials.com/vortex/CurrencyFormats.html
+
+list_currencies=[
+
+# Africa
+("South-African rand", "ZAR", 710, "R", "", 100, identity, "%3% %1\$.2f"),
+
+# America
+("Argentinian peso", "ARS", 32, "", "", 100, identity, "%2% %1\$.2f"),
+("Brazilian real", "BRL", 986, "R\$", "", 100, identity, "%3% %1\$.2f"),
+("Canadian dollar", "CAD", 124, "Can\$", "", 100, identity, "%3% %1\$.2f"),
+("Chilean peso", "CLP", 152, "Ch\$", "", 100, identity, "%3% %1\$.0f"),
+("Colombian peso", "COP", 170, "Col\$", "", 100, identity, "%3% %1\$.2f"),
+("Mexican peso", "MXN", 484, "Mex\$", "", 100, identity, "%3% %1\$.2f"),
+("Peruvian nuevo sol", "PEN", 604, "S/.", "", 100, identity, "%3% %1\$.2f"),
+("Peruvian inti", "PEI", 998, "I/.", "", 100, identity, "%3% %1\$.2f"),
+("Peruvian sol", "PEH", 999, "S./", "", 100, identity, "%3% %1\$.2f"),
+("Trinidad & Tobago dollar", "TTD", 780, "TTD\$", "", 100, identity, "%3% %1\$.2f"),
+("U.S. dollar", "USD", 840, "\$", "¢", 100, identity, "%3% %1\$.2f"),
+("Venezuelan bolivar", "VEB", 862, "Bs", "", 100, identity, "%3% %1\$.2f"),
+
+# Asia
+("Bangladesh taka", "BDT", 50, "Bt", "", 100, identity, "%3% %1\$.2f"),
+("Chinese yuan", "CNY", 156, "Y", "", 100, identity, "%3% %1\$.2f"),
+("Hong Kong dollar", "HKD", 344, "HK\$", "", 100, identity, "%3% %1\$.2f"),
+("Israeli shekel", "ILS", 376, "NIS", "", 100, identity, "%1\$.2f %3%"),
+("Indian rupee", "INR", 356, "Rs", "", 100, identity, "%3% %1\$.2f"),
+("Iraqi dinar", "IQD", 368, "ID", "", 1000, identity, "%2% %1\$.3f"),
+("Iranian rial", "IRR", 364, "Rls", "", 1, identity, "%3% %1\$.2f"),
+("Japanese yen", "JPY", 392, "¥", "", 100, identity, "%3% %1\$.0f"),
+("South-Korean won", "KRW", 410, "W", "", 100, identity, "%3% %1\$.0f"),
+("Kuwaiti dinar", "KWD", 414, "KD", "", 1000, identity, "%3% %1\$.3f"),
+("Nepal rupee", "NPR", 524, "NRs", "", 100, identity, "%3% %1\$.2f"),
+("Pakistani rupee", "PKR", 586, "Rs", "", 100, identity, "%3% %1\$.2f"),
+("Saudi riyal", "SAR", 682, "SRls", "", 100, identity, "%3% %1\$.2f"),
+("Singapore dollar", "SGD", 702, "S\$", "", 100, identity, "%3% %1\$.2f"),
+("Thai baht", "THB", 764, "Bht", "", 100, identity, "%1\$.2f %3%"),
+("Taiwan dollar", "TWD", 901, "NT\$", "", 100, identity, "%3% %1\$.2f"),
+
+# Europe
+("Bulgarian lev", "BGL", 100, "lv", "", 100, identity, "%1\$.2f %3%"),
+("Belarussian ruble", "BYR", 974, "BR", "", 1, identity, "%2% %1\$.0f"),
+("Swiss franc", "CHF", 756, "SwF", "", 100, identity, "%3% %1\$.2f"),
+("Czech koruna", "CZK", 203, "Kc", "", 100, identity, "%1\$.2f %3%"),
+("Danish krone", "DKK", 208, "Dkr", "", 100, identity, "%3% %1\$.2f"),
+("European Euro", "EUR", 978, "", "", 100, x->round(x,2), "%2% %1\$.2f"),
+("British pound sterling", "GBP", 826,  "£", "p", 100, identity, "%3% %1\$.2f"),
+("Hungarian forint", "HUF", 348, "Ft", "", 1, identity, "%1\$.0f %3%"),
+("Iceland krona", "ISK", 352, "IKr", "", 100, identity, "%1\$.2f %3%"),
+("Lithuanian litas", "LTL", 440, "Lt", "", 100, identity, "%1\$.2f %3%"),
+("Norwegian krone", "NOK", 578, "NKr", "", 100, identity, "%3% %1\$.2f"),
+("Polish zloty", "PLN", 985, "zl", "", 100, identity, "%1\$.2f %3%"),
+("Romanian leu", "ROL", 642, "L", "", 100, identity, "%1\$.2f %3%"),
+("Romanian new leu", "RON", 946, "L", "", 100, identity, "%1\$.2f %3%"),
+("Swedish krona", "SEK", 752, "kr", "", 100, identity, "%1\$.2f %3%"),
+("Turkish lira", "TRL", 792, "TL", "", 100, identity, "%1\$.0f %3%"),
+("New Turkish lira", "TRY", 949, "YTL", "", 100, identity, "%1\$.2f %3%"),
+
+# Europe deprecated
+("Austrian shilling", "ATS", 40, "", "", 100, identity, "%2% %1\$.2f"),
+("Belgian franc", "BEF", 56, "", "", 1, identity, "%2% %1\$.0f"),
+("Cyprus pound", "CYP", 196, "£", "", 100, identity, "%3% %1\$.2f"),
+("Deutsche mark", "DEM", 276, "DM", "", 100, identity, "%1\$.2f %3%"),
+("Estonian kroon", "EEK", 233, "KR", "", 100, identity, "%1\$.2f %2%"),
+("Spanish peseta", "ESP", 724, "Pta", "", 100, identity, "%1\$.0f %3%"),
+("Finnish markka", "FIM", 246, "mk", "", 100, identity, "%1\$.2f %3%"),
+("French franc", "FRF", 250, "", "", 100, identity, "%1\$.2f %2%"),
+("Greek drachma", "GRD", 300, "", "", 100, identity, "%1\$.2f %2%"),
+("Irish punt", "IEP", 372, "", "", 100, identity, "%2% %1\$.2f"),
+("Italian lira", "ITL", 380, "L", "", 1, identity, "%3% %1\$.0f"),
+("Luxembourg franc", "LUF", 442, "F", "", 100, identity, "%1\$.0f %3%"),
+("Latvian lat", "LVL", 428, "Ls", "", 100, identity, "%3% %1\$.2f"),
+("Maltese lira", "MTL", 470, "Lm", "", 100, identity, "%3% %1\$.2f"),
+("Dutch guilder", "NLG", 528, "f", "", 100, identity, "%3% %1\$.2f"),
+("Portuguese escudo", "PTE", 620, "Esc", "", 100, identity, "%1\$.0f %3%"),
+("Slovenian tolar", "SIT", 705, "SlT", "", 100, identity, "%1\$.2f %3%"),
+("Slovak koruna", "SKK", 703, "Sk", "", 100, identity, "%1\$.2f %3%"),
+
+# Oceania
+("Australian dollar", "AUD", 36, "A\$", "", 100, identity, "%3% %1\$.2f"),
+("New Zealand dollar", "NZD", 554, "NZ\$", "", 100, identity, "%3% %1\$.2f")
+]
+
+list_deprecated=[
+"ATS"=>"EUR",
+"BEF"=>"EUR",
+"CYP"=>"EUR",
+"DEM"=>"EUR",
+"EEK"=>"EUR",
+"ESP"=>"EUR",
+"FIM"=>"EUR",
+"FRF"=>"EUR",
+"GRD"=>"EUR",
+"IEP"=>"EUR",
+"ITL"=>"EUR",
+"LUF"=>"EUR",
+"LVL"=>"EUR",
+"MTL"=>"EUR",
+"NLG"=>"EUR",
+"PTE"=>"EUR",
+"SIT"=>"EUR",
+"SKK"=>"EUR"
+]
+
+# Codegen function 
+for currency in list_currencies
+	@eval ($(symbol("$(currency[2])"*"Currency")))()=Currency(($currency)...)
+end
+
+import Base.show
+show(io::IO, curr::Currency)=print(io, "$(curr.code)")