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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-09 18:06:16 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-09 18:06:16 -0500 |
| commit | f39919c51ec7e4dab767156db0ed1fd457787672 (patch) | |
| tree | ab82df2c994f5969ead4d097e2b6685a55f4501c | |
| parent | 863bf62a86fe0436f4902a4dc877e46a3dfa4951 (diff) | |
| download | pyisda-f39919c51ec7e4dab767156db0ed1fd457787672.tar.gz | |
add enum values
| -rw-r--r-- | pyisda/date.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/pyisda/date.pxd b/pyisda/date.pxd index d04dca1..755467f 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -34,6 +34,10 @@ cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) nogil +cdef enum DCC: + ACT_365 = 1L + ACT_365F = 2 + ACT_360 = 3 cdef extern from "isda/busday.h": int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date |