diff options
Diffstat (limited to 'sql/serenitas.c')
| -rw-r--r-- | sql/serenitas.c | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/sql/serenitas.c b/sql/serenitas.c index d1adcf5b..efe1adcf 100644 --- a/sql/serenitas.c +++ b/sql/serenitas.c @@ -12,6 +12,7 @@ #include "isda/busday.h" #include "isda/ldate.h" #include "isda/cdsone.h" +#include "isda/cerror.h" #include <stdbool.h> PG_MODULE_MAGIC; @@ -111,6 +112,9 @@ double calc(TDate today, TDate start_date, TDate end_date, double recovery, doub TDateInterval ivl = {.prd = 3, .prd_typ='M', .flag=0}; // 3 months double result; int success; + elog(INFO, "%d %d\n", yc->fBaseDate, yc->fNumItems); + elog(INFO, "%f\n", val); + JpmcdsErrMsgOn(); if (calc_upfront) { success = JpmcdsCdsoneUpfrontCharge(today, cash_settle_date, |