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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-06-30 15:02:10 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-06-30 15:02:47 -0400
commitf1bed268cfd976966b6bab376a59c52dfd0216fa (patch)
treed35cf7a08ec376ac0f5e53ec2aa88d12962528f2 /date.pxd
parent6b0a14370d244d4ff3b6277c49a23b04b8957678 (diff)
downloadpyisda-f1bed268cfd976966b6bab376a59c52dfd0216fa.tar.gz
rename zerocurve to curve, and merge yearfrac with date
Diffstat (limited to 'date.pxd')
-rw-r--r--date.pxd5
1 files changed, 5 insertions, 0 deletions
diff --git a/date.pxd b/date.pxd
index 16b2261..a10d922 100644
--- a/date.pxd
+++ b/date.pxd
@@ -1,3 +1,8 @@
+cdef extern from "isda/yearfrac.h":
+ int JpmcdsStringToDayCountConv(char* day_count, long* type)
+
+cdef long dcc(str day_count)
+
cdef extern from "isda/cdate.h":
ctypedef struct TDateInterval:
pass