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))
