Very easy. (since jQuery validator)
TODO :
1. Add a js validator handler in helpers/html/validator.php ex : currency
2. Concat all these values to create a long regex. (can be generated dynamically by your component, better)
3. Create the languages strings associated (same file)
4. Add a class name to the field to validate : 'validate[currency]'
Note : to add a class to a JDom input :
..array(
...
"domClass" => 'validate[currency]' // for the previous exemple
)..
Hope it helps.
EDIT : After reflexion, I think here it is better to do not use a SQL call to concat the currencies. It is a call each time the validator is instancied in the component, even if the form do not need this to validate.
So I would suggest a kind of cache file regenerated when the currencies are edited. Or eventually regenerated only if the validation is asked. (Coding only in this new component).
So the previous code is valid, but the regex is read from a file. Much better.