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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:43:10 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:43:41 -0400 |
| commit | f6ee33b57d5f9dc82b06c9f9ccbf8528fc3b783f (patch) | |
| tree | 84f98dbe95b7fff305fb11c457aeb0dfef033039 | |
| parent | 698e0ddb347fa4b67a9ded9d1b8dbb452d8cffbc (diff) | |
| download | pyisda-f6ee33b57d5f9dc82b06c9f9ccbf8528fc3b783f.tar.gz | |
make ZeroCurve cimportable
| -rw-r--r-- | zerocurve.pxd | 4 | ||||
| -rw-r--r-- | zerocurve.pyx | 2 |
2 files changed, 4 insertions, 2 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index cc3063e..c2c2359 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -19,3 +19,7 @@ cdef extern from "isda/tcurve.h": cdef extern from "isda/cxzerocurve.h": double JpmcdsZeroPrice(TCurve* curve, TDate date) + +cdef class ZeroCurve: + cdef TCurve* _thisptr + cdef TDate* _dates diff --git a/zerocurve.pyx b/zerocurve.pyx index 6760d41..93b505d 100644 --- a/zerocurve.pyx +++ b/zerocurve.pyx @@ -14,8 +14,6 @@ cpdef public enum BadDay: MODIFIED = <long>'M' cdef class ZeroCurve: - cdef TCurve* _thisptr - cdef TDate* _dates def __init__(self, date, str types, list periods, double[:] rates, |