Java provides you two exchange providers which are ECB (European Central Bank) and IMF (International Monetary Fund). You also can write our own class implementing ExchangeRateProvider interface. The biggest problem here is the data though, not the implementation . If you work for a bank, problem is solved.

ExchangeRateProvider imfRateProvider = MonetaryConversions
                          .getExchangeRateProvider("IMF"); 
ExchangeRateProvider ecbRateProvider = MonetaryConversions 
                          .getExchangeRateProvider("ECB");