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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-03-10 15:52:15 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-03-10 15:52:15 -0500 |
| commit | 715581d3a14818bcad483d381873f6374d17f60e (patch) | |
| tree | 48179a39be0451a57a4a569362f4c155f1ed9306 | |
| parent | 7529bc4d95634be3f9b808f220974c5328284621 (diff) | |
| download | pyisda-715581d3a14818bcad483d381873f6374d17f60e.tar.gz | |
small cleanup
| -rw-r--r-- | pyisda/date.pxd | 4 | ||||
| -rw-r--r-- | pyisda/utils.py | 2 |
2 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/date.pxd b/pyisda/date.pxd index 0ba719a..faaf6e6 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -36,8 +36,8 @@ cdef extern from "isda/ldate.h": cdef enum DCC: ACT_365 = 1L - ACT_365F = 2 - ACT_360 = 3 + ACT_365F = 2L + ACT_360 = 3L cdef extern from "isda/busday.h": int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date diff --git a/pyisda/utils.py b/pyisda/utils.py index 8fda278..3f08939 100644 --- a/pyisda/utils.py +++ b/pyisda/utils.py @@ -69,7 +69,7 @@ def YC(currency="USD", helpers = None, MarkitData=None): helpers, Actual365Fixed()) return curve -def build_yc(trade_date, ql_curve = False): +def build_yc(trade_date, ql_curve=False): markit_data = getMarkitIRData(trade_date-datetime.timedelta(days=1)) if ql_curve: |