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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-28 15:30:16 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-28 15:30:16 -0400 |
| commit | 60e49a606ae270fb4d455da1b565e0ea656ffb3c (patch) | |
| tree | ada0b2e8bfa6b5bb4dc8180f7d83ca57572378e5 /convert.pxd | |
| download | pyisda-60e49a606ae270fb4d455da1b565e0ea656ffb3c.tar.gz | |
initial import
Diffstat (limited to 'convert.pxd')
| -rw-r--r-- | convert.pxd | 15 |
1 files changed, 15 insertions, 0 deletions
diff --git a/convert.pxd b/convert.pxd new file mode 100644 index 0000000..0d02c8b --- /dev/null +++ b/convert.pxd @@ -0,0 +1,15 @@ +cdef extern from "isda/cdate.h": + ctypedef struct TDateInterval: + pass + +ctypedef long TDate + +cdef extern from "isda/convert.h": + int JpmcdsStringToDateInterval(char* input, char* label, TDateInterval* interval) + int JpmcdsMakeDateInterval(int num_periods, char period_type, TDateInterval* interval) + +cdef extern from "isda/date_sup.h": + int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq) + +cdef extern from "isda/dateconv.h": + TDate JpmcdsDate(long year, long month, long day) |