Add support to parse Currency from Boost::Any

Author: gbfredrik

OREData/ored/utilities/parsers.cpp

@@ -929,6 +929,10 @@ pair<string, string> parseBoostAny(const boost::any& anyType, Size precision) {
         resultType = "array";
         QuantLib::Array r = boost::any_cast<QuantLib::Array>(anyType);
         oss << std::fixed << std::setprecision(precision) << r;
+    } else if (anyType.type() == typeid(QuantLib::Currency)) {
+        resultType = "currency";
+        QuantLib::Currency r = boost::any_cast<QuantLib::Currency>(anyType);
+        oss << r;
     } else {
         ALOG("Unsupported Boost::Any type");
         resultType = "unsupported_type";

OREData/test/parser.cpp

@@ -23,6 +23,7 @@
 #include <ored/utilities/parsers.hpp>
 #include <ored/utilities/strike.hpp>
 #include <oret/toplevelfixture.hpp>
+#include <ql/currencies/america.hpp>
 #include <ql/math/comparison.hpp>
 #include <ql/time/calendars/austria.hpp>
 #include <ql/time/calendars/chile.hpp>
@@ -1103,6 +1104,17 @@ BOOST_AUTO_TEST_CASE(testParseBoostAny) {
     BOOST_CHECK_EQUAL(result.second, "[ 3; 3; 3; 3; 3 ]");
 }
 
+BOOST_AUTO_TEST_CASE(testParseBoostAnyWithCurrency) {
+
+    BOOST_TEST_MESSAGE("Testing parsing of Boost::Any...");
+
+    Currency usd = USDCurrency();
+    std::pair<std::string, std::string> result;
+    BOOST_REQUIRE_NO_THROW(result = ore::data::parseBoostAny(usd));
+    BOOST_CHECK_EQUAL(result.first, "currency");
+    BOOST_CHECK_EQUAL(result.second, "USD");
+}
+
 BOOST_AUTO_TEST_SUITE_END()
 
 BOOST_AUTO_TEST_SUITE_END()