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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-12 15:37:45 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-12 15:37:45 -0400 |
| commit | 10e9385b9dce32513d865f75003c0eccff75faa0 (patch) | |
| tree | 6706ae2e1c7f5efe5ba4dc44a2e15eb927974614 /cdsone.pxd | |
| parent | 1f1d6128c664ee4e79ad01bdd914583d905eb209 (diff) | |
| download | pyisda-10e9385b9dce32513d865f75003c0eccff75faa0.tar.gz | |
reorganize project
Diffstat (limited to 'cdsone.pxd')
| -rw-r--r-- | cdsone.pxd | 52 |
1 files changed, 0 insertions, 52 deletions
diff --git a/cdsone.pxd b/cdsone.pxd deleted file mode 100644 index b24d3b4..0000000 --- a/cdsone.pxd +++ /dev/null @@ -1,52 +0,0 @@ -from date cimport TDateInterval -from curve cimport TCurve - -cdef extern from "isda/stub.h": - ctypedef struct TStubMethod: - pass - - int JpmcdsStringToStubMethod(char* name, TStubMethod* stub) - -cdef extern from "isda/cdsone.h": - - ctypedef int TBoolean - - ctypedef long int TDate - - int JpmcdsCdsoneUpfrontCharge(TDate today, - TDate valueDate, - TDate benchmarkStartDate, - TDate stepinDate, - TDate startDate, - TDate endDate, - double couponRate, - TBoolean payAccruedOnDefault, - TDateInterval* dateInterval, - TStubMethod* stubType, - long accrueDCC, - long badDayConv, - char* calendar, - TCurve* discCurve, - double oneSpread, - double recoveryRate, - TBoolean payAccruedAtStart, - double* upfrontCharge) - - int JpmcdsCdsoneSpread(TDate today, - TDate valueDate, - TDate benchmarkStartDate, - TDate stepinDate, - TDate startDate, - TDate endDate, - double couponRate, - TBoolean payAccruedOnDefault, - TDateInterval* dateInterval, - TStubMethod* stubType, - long accrueDCC, - long badDayConv, - char* calendar, - TCurve* discCurve, - double upfrontCharge, - double recoveryRate, - TBoolean payAccruedAtStart, - double* oneSpread) |