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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-05 16:16:00 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-05 16:16:00 -0400 |
| commit | 34368d0b4a8ec83335d41237eae84ae83e749070 (patch) | |
| tree | 2ea927b05e5edf3a07bdff60da0cf3d86b9738a9 /curve.pxd | |
| parent | f3dd7b7badc1ce32db9ff76800c386f87fe59e23 (diff) | |
| download | pyisda-34368d0b4a8ec83335d41237eae84ae83e749070.tar.gz | |
add method to inspect content of curve
Diffstat (limited to 'curve.pxd')
| -rw-r--r-- | curve.pxd | 17 |
1 files changed, 14 insertions, 3 deletions
@@ -5,9 +5,6 @@ cdef extern from "isda/zerocurve.h": ctypedef long int TDate - ctypedef struct TCurve: - pass - ctypedef struct TDateInterval: pass @@ -23,6 +20,18 @@ cdef extern from "isda/zerocurve.h": long floatSwapDCC, long badDayConv, char* holidayFile) +cdef extern from "isda/bastypes.h": + ctypedef struct TCurve: + int fNumItems + TRatePt* fArray + TDate fBaseDate + double fBasis + long fDayCountConv + + ctypedef struct TRatePt: + TDate fDate + double fRate + cdef extern from "isda/cds.h": TCurve* JpmcdsCleanSpreadCurve( @@ -81,3 +90,5 @@ cdef class ZeroCurve(Curve): cdef class SpreadCurve(Curve): pass + +cdef fArray_to_list(TRatePt* fArray, int fNumItems) |
