add function

1 files changed, 8 insertions, 0 deletions

diff --git a/pyisda/date.pyx b/pyisda/date.pyx
index 2a31ef2..bc4507a 100644
--- a/pyisda/date.pyx
+++ b/pyisda/date.pyx
@@ -204,3 +204,11 @@ def default_accrual(trade_date, edd, start_date, end_date, double notional,
                             &default_accrual) != SUCCESS:
         raise ValueError("failed to compute default accrual")
     return accrual_days, default_accrual
+
+def add_bus_days(from_date: datetime.date, int offset):
+    cdef:
+        TDate from_date_c = pydate_to_TDate(from_date)
+        TDate result
+
+    JpmcdsDateFromBusDaysOffset(from_date_c, offset, b"None", &result)
+    return TDate_to_pydate(result)