Package

squants

market

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package market

Squants Market API

Market Types are similar but not quite the same as other quantities in the library.

The primary type, squants.market.Money, is derived from Quantity, and its Units of Measure are Currencies. However, because the conversion multipliers between units can not be predefined, many of the behaviors have been overridden and augmented to realize correct behavior.

squants.market.Prices represent a Ratio between Money and some other Quantity. Prices can be created from ratios of Money and a Quantity

val money: Money = USD(10)
val length: Length = Meters(1)
val price: Price[Length] = money / length

Multiplying a Price * Quantity will yield Money amount that represents the cost of the quantity

val cost: Money = price * Meters(3.8)

and multiplying Price * Money will yield the corresponding Quantity amount

val budget: Money = USD(250)
val quote: Length = price * budget

squants.market.CurrencyExchangeRates represent conversion rates between currencies. Use them to explicitly convert Money values in one currency to values in another.

squants.market.MoneyContext provide the implicit context necessary to perform cross-currency operations on Money values with conversions automatically applied.

Some binary math operations will work on Moneys of like Currency with no MoneyContext in scope. Attempts to perform these operations on Moneys of dissimilar currencies will throw an exception at runtime.

Other operations, including direct conversions to other currencies, require a MoneyContext and will not compile without it. However, there is no compile time check to determine if the correct exchange rates will be available at runtime. Operation requiring conversion without the required rates available will throw a NoSuchExchangeRateException at runtime.

The defaultMoneyContext uses the USD as the default and provides a list of ~20 common currencies, and NO exchange rates. If your application requires something different you should initialize your own implicit MoneyContext

Source
package.scala
Since

0.1

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Type Members

  1. abstract class Currency extends UnitOfMeasure[Money]

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    Represents a Currency, which is the Unit of Measure for Money

  2. case class CurrencyExchangeRate(base: Money, counter: Money) extends Ratio[Money, Money] with Product with Serializable

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    Represent the rate of exchange between two currencies

    Represent the rate of exchange between two currencies

    base

    the base or "Fixed" currency (usually a value of 1 currency unit, but not required)

    counter

    the counter or "Variable" currency

    Since

    0.1

  3. final class Money extends Quantity[Money]

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    Represents a quantity of Money.

    Represents a quantity of Money.

    Money is similar to other quantities in that it represents an amount of something - purchasing power - and it is measured in units - currencies.

    The main difference is that the conversion rate between currencies can not be certain at compile. (In fact it may not always be so easy to know them at runtime as well.)

    To address this diversion from the way most other quantities work, Money overrides several of the standard methods and operators to ensure one of two rules is followed:

    1) this and that are in the same currency, or 2) there is in an implicit MoneyContext in scope (which may or may not have the applicable exchange rate)

    Methods and operations applied to moneys of different currencies may throw a NoSuchExchangeRateException if the implicit MoneyContext does not contain the Rate(s) necessary to perform the conversion.

    The defaultMoneyContext includes USD as the default currency, a list of ~20 other currencies and NO exchange rates

    Since

    0.1

  4. case class MoneyContext(defaultCurrency: Currency, currencies: Set[Currency], rates: Seq[CurrencyExchangeRate], allowIndirectConversions: Boolean = true) extends Product with Serializable

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    MoneyContext

    MoneyContext

    Provides a context for Money specific operations.

    When provided as an implicit parameter, the defaultCurrency will be used by the Money factory when no other currency is provided.

    Provides for cross-currency conversions.

    Will act as an implicit parameter to cross currency operations to allow for easy conversions

    defaultCurrency

    Currency used when none is supplied to the Money factory

    rates

    Collection of Exchange Rates used for currency conversions

    Since

    0.1

  5. class NoSuchExchangeRateException extends Exception

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  6. case class Price[A <: Quantity[A]](money: Money, quantity: A) extends Ratio[Money, A] with Serializable with Product

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    Represents a price

    Represents a price

    A price is an squants.Ratio between a quantity of squants.market.Money and some other squants.Quantity

    A

    Quantity Type

    money

    Money

    quantity

    Quantity

    Since

    0.1

Value Members

  1. object ARS extends Currency

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  2. object AUD extends Currency

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  3. object BRL extends Currency

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  4. object BTC extends Currency

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  5. object CAD extends Currency

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  6. object CHF extends Currency

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  7. object CLP extends Currency

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  8. object CNY extends Currency

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  9. object CZK extends Currency

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  10. object DKK extends Currency

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  11. object EUR extends Currency

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  12. object GBP extends Currency

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  13. object HKD extends Currency

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  14. object INR extends Currency

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  15. object JPY extends Currency

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  16. object KRW extends Currency

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  17. object MXN extends Currency

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  18. object MYR extends Currency

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  19. object Money extends Dimension[Money] with Serializable

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    Factory singleton for Money

  20. object MoneyConversions

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    Support for Money DSL

  21. object NOK extends Currency

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  22. object NZD extends Currency

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  23. object RUB extends Currency

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  24. object SEK extends Currency

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  25. object USD extends Currency

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  26. object XAG extends Currency

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  27. object XAU extends Currency

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  28. lazy val defaultCurrencyMap: Map[String, Currency]

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  29. lazy val defaultCurrencySet: Set[Currency]

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  30. lazy val defaultMoneyContext: MoneyContext

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