diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-04 13:19:35 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-04 13:19:35 -0400 |
| commit | 423df3c50780052c7c34f34698c0829a2776a6c6 (patch) | |
| tree | 90fde81bdf3ba7b39e007ca9506cac9de8c70c51 | |
| parent | 99c1e142df35d2d2858f4922b8c6ae8cb17e1348 (diff) | |
| download | pyisda-423df3c50780052c7c34f34698c0829a2776a6c6.tar.gz | |
mark some functions nogil
| -rw-r--r-- | pyisda/curve.pxd | 2 | ||||
| -rw-r--r-- | pyisda/legs.pxd | 4 |
2 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd index 50de68f..29dabf4 100644 --- a/pyisda/curve.pxd +++ b/pyisda/curve.pxd @@ -73,7 +73,7 @@ cdef extern from "isda/cds.h": # Calendar used when adjusting coupon dates. Can be NULL which equals # a calendar with no holidays and including weekends. */ char *calendar - ) + ) nogil cdef extern from "isda/tcurve.h": void JpmcdsFreeTCurve(TCurve* curve) diff --git a/pyisda/legs.pxd b/pyisda/legs.pxd index 3d8d5bd..5c96f62 100644 --- a/pyisda/legs.pxd +++ b/pyisda/legs.pxd @@ -73,7 +73,7 @@ cdef extern from "isda/contingentleg.h": TCurve *discountCurve, # Risk-free curve TCurve *spreadCurve, # Spread curve double recoveryRate, # Recovery rate - double *pv) + double *pv) nogil cdef extern from "isda/feeleg.h": cdef int JpmcdsFeeLegPV(TFeeLeg *fl, @@ -83,7 +83,7 @@ cdef extern from "isda/feeleg.h": TCurve *discCurve, TCurve *spreadCurve, TBoolean payAccruedAtStart, - double *pv) + double *pv) nogil cdef TCashFlowList* JpmcdsFeeLegFlows(TFeeLeg *fl) |