I always thought it was the gentiles who gave the name.
Maybe Berel Wine can enlighten us.
"Marrano
"Jew or Moor converted to Christianity," 1580s, from Sp., probably lit. "pig, swine," an expression of contempt, from Arabic muharram "forbidden thing" (eating of pork is forbidden by Muslim and Jewish religious law), from haruma "was forbidden" (see harem)."
http://dictionary.reference.com/browse/marrano So it would seem that because they used the same word for the Arabs that converted it was assigned by the Spaniards. Guess i was wrong.