def to_ql_currency(arg): """Converts string with a calendar name to a calendar instance of QuantLib. :param arg: str The currency 3 letter identifier :return QuantLib.Currency """ if arg.upper() == "USD": return ql.USDCurrency() elif arg.upper() == "BRL": return ql.BRLCurrency() elif arg.upper() == "EUR": return ql.EURCurrency() elif arg.upper() == "GBP": return ql.GBPCurrency() elif arg.upper() == "AUD": return ql.AUDCurrency() elif arg.upper() == "JPY": return ql.JPYCurrency() elif arg.upper() == "TRY": return ql.TRYCurrency() elif arg.upper() == "ZAR": return ql.ZARCurrency() elif arg.upper() == "CHF": return ql.CHFCurrency() elif arg.upper() in ["CNY", "CNH"]: return ql.CNYCurrency() else: raise ValueError( "Unable to convert {} to a QuantLib currency".format(arg))
def to_ql_currency(arg): """Converts string with a calendar name to a calendar instance of QuantLib. Parameters ---------- arg: str Returns ------- QuantLib.Currency """ if arg.upper() == "USD": return ql.USDCurrency() if arg.upper() == "BRL": return ql.BRLCurrency() if arg.upper() == "EUR": return ql.EURCurrency() else: raise ValueError( "Unable to convert {} to a QuantLib currency".format(arg))