Merge pull request #1135.

Currency constructor
lballabio · Jul 1, 2021 · 0d91e36 · 0d91e36
2 parents 17d4c6e + 96b9fb0
commit 0d91e36
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Showing 9 changed files with 137 additions and 0 deletions.
diff --git a/ql/currency.cpp b/ql/currency.cpp
@@ -42,5 +42,24 @@ namespace QuantLib {
       fractionSymbol(std::move(fractionSymbol)), fractionsPerUnit(fractionsPerUnit),
       rounding(rounding), triangulated(std::move(triangulationCurrency)),
       formatString(std::move(formatString)) {}
+
+    Currency::Currency(const std::string& name,
+                       const std::string& code,
+                       Integer numericCode,
+                       const std::string& symbol,
+                       const std::string& fractionSymbol,
+                       Integer fractionsPerUnit,
+                       const Rounding& rounding,
+                       const std::string& formatString,
+                       const Currency& triangulationCurrency)
+    : data_(ext::make_shared<Currency::Data>(name,
+                                             code,
+                                             numericCode,
+                                             symbol,
+                                             fractionSymbol,
+                                             fractionsPerUnit,
+                                             rounding,
+                                             formatString,
+                                             triangulationCurrency)) {}
 }
 
diff --git a/ql/currency.hpp b/ql/currency.hpp
@@ -34,13 +34,25 @@ namespace QuantLib {
     //! %Currency specification
     class Currency {
       public:
+        //! \name Constructors
+        //@{
         //! default constructor
         /*! Instances built via this constructor have undefined
             behavior. Such instances can only act as placeholders
             and must be reassigned to a valid currency before being
             used.
         */
         Currency() = default;
+        Currency(const std::string& name,
+                 const std::string& code,
+                 Integer numericCode,
+                 const std::string& symbol,
+                 const std::string& fractionSymbol,
+                 Integer fractionsPerUnit,
+                 const Rounding& rounding,
+                 const std::string& formatString,
+                 const Currency& triangulationCurrency = Currency());
+        //@}
         //! \name Inspectors
         //@{
         //! currency name, e.g, "U.S. Dollar"

diff --git a/test-suite/CMakeLists.txt b/test-suite/CMakeLists.txt
@@ -39,6 +39,7 @@ set(QuantLib-Test_SRC
     creditdefaultswap.cpp
     creditriskplus.cpp
     crosscurrencyratehelpers.cpp
+    currency.cpp
     curvestates.cpp
     dates.cpp
     daycounters.cpp
@@ -206,6 +207,7 @@ set(QuantLib-Test_HDR
     creditdefaultswap.hpp
     creditriskplus.hpp
     crosscurrencyratehelpers.hpp
+    currency.hpp
     curvestates.hpp
     dates.hpp
     daycounters.hpp

diff --git a/test-suite/Makefile.am b/test-suite/Makefile.am
@@ -39,6 +39,7 @@ QL_TEST_SRCS = \
 	creditdefaultswap.cpp \
 	creditriskplus.cpp \
 	crosscurrencyratehelpers.cpp \
+	currency.cpp \
 	curvestates.cpp \
 	dates.cpp \
 	daycounters.cpp \
@@ -202,6 +203,7 @@ QL_TEST_HDRS = \
 	creditdefaultswap.hpp \
 	creditriskplus.hpp \
 	crosscurrencyratehelpers.hpp \
+	currency.hpp \
 	curvestates.hpp \
 	dates.hpp \
 	daycounters.hpp \

diff --git a/test-suite/currency.cpp b/test-suite/currency.cpp
@@ -0,0 +1,60 @@
+/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+/*
+ Copyright (C) 2021 Marcin Rybacki
+
+ 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.
+*/
+
+#include "currency.hpp"
+#include "utilities.hpp"
+#include <ql/currency.hpp>
+
+using namespace QuantLib;
+using namespace boost::unit_test_framework;
+
+void CurrencyTest::testBespokeConstructor() {
+    BOOST_TEST_MESSAGE("Testing bespoke currency constructor...");
+
+    std::string name("Some Currency");
+    std::string code("CCY");
+    std::string symbol("#");
+
+    Currency customCcy(name, code, 100, symbol, "", 100, Rounding(), "");
+
+    if (customCcy.empty())
+        BOOST_ERROR("Failed to create bespoke currency.");
+
+    if (customCcy.name() != name)
+        BOOST_ERROR("incorrect currency name\n"
+                    << "    actual:    " << customCcy.name() << "\n"
+                    << "    expected:    " << name << "\n");
+
+    if (customCcy.code() != code)
+        BOOST_ERROR("incorrect currency code\n"
+                    << "    actual:    " << customCcy.code() << "\n"
+                    << "    expected:    " << code << "\n");
+
+    if (customCcy.symbol() != symbol)
+        BOOST_ERROR("incorrect currency symbol\n"
+                    << "    actual:    " << customCcy.symbol() << "\n"
+                    << "    expected:    " << symbol << "\n");
+}
+
+test_suite* CurrencyTest::suite() {
+    auto* suite = BOOST_TEST_SUITE("Currency tests");
+
+    suite->add(QUANTLIB_TEST_CASE(&CurrencyTest::testBespokeConstructor));
+
+    return suite;
+}
diff --git a/test-suite/currency.hpp b/test-suite/currency.hpp
@@ -0,0 +1,32 @@
+/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+
+/*
+ Copyright (C) 2021 Marcin Rybacki
+
+ 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.
+*/
+
+#ifndef quantlib_test_currency_hpp
+#define quantlib_test_currency_hpp
+
+#include <boost/test/unit_test.hpp>
+
+class CurrencyTest {
+  public:
+    static void testBespokeConstructor();
+
+    static boost::unit_test_framework::test_suite* suite();
+};
+
+#endif
diff --git a/test-suite/quantlibtestsuite.cpp b/test-suite/quantlibtestsuite.cpp
@@ -84,6 +84,7 @@
 #include "creditdefaultswap.hpp"
 #include "creditriskplus.hpp"
 #include "crosscurrencyratehelpers.hpp"
+#include "currency.hpp"
 #include "curvestates.hpp"
 #include "dates.hpp"
 #include "daycounters.hpp"
@@ -389,6 +390,7 @@ test_suite* init_unit_test_suite(int, char* []) {
     test->add(CPISwapTest::suite());
     test->add(CreditDefaultSwapTest::suite());
     test->add(CrossCurrencyRateHelpersTest::suite());
+    test->add(CurrencyTest::suite());
     test->add(CurveStatesTest::suite());
     test->add(DateTest::suite(speed));
     test->add(DayCounterTest::suite());

diff --git a/test-suite/testsuite.vcxproj b/test-suite/testsuite.vcxproj
@@ -673,6 +673,7 @@
     <ClCompile Include="covariance.cpp" />
     <ClCompile Include="creditdefaultswap.cpp" />
     <ClCompile Include="creditriskplus.cpp" />
+    <ClCompile Include="currency.cpp" />
     <ClCompile Include="curvestates.cpp" />
     <ClCompile Include="dates.cpp" />
     <ClCompile Include="daycounters.cpp" />
@@ -836,6 +837,7 @@
     <ClInclude Include="covariance.hpp" />
     <ClInclude Include="creditdefaultswap.hpp" />
     <ClInclude Include="creditriskplus.hpp" />
+    <ClInclude Include="currency.hpp" />
     <ClInclude Include="curvestates.hpp" />
     <ClInclude Include="dates.hpp" />
     <ClInclude Include="daycounters.hpp" />

diff --git a/test-suite/testsuite.vcxproj.filters b/test-suite/testsuite.vcxproj.filters
@@ -492,6 +492,9 @@
     <ClCompile Include="zerocouponswap.cpp">
       <Filter>Source Files</Filter>
     </ClCompile>
+    <ClCompile Include="currency.cpp">
+      <Filter>Source Files</Filter>
+    </ClCompile>
   </ItemGroup>
   <ItemGroup>
     <ClInclude Include="americanoption.hpp">
@@ -983,5 +986,8 @@
     <ClInclude Include="zerocouponswap.hpp">
       <Filter>Header Files</Filter>
     </ClInclude>
+    <ClInclude Include="currency.hpp">
+      <Filter>Header Files</Filter>
+    </ClInclude>
   </ItemGroup>
 </Project>