summaryrefslogtreecommitdiffstats
path: root/date.pxd
diff options
context:
space:
mode:
authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-07-01 16:08:17 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-07-01 16:08:17 -0400
commit104303510b747ffa31b96e44465eb5fdbd016304 (patch)
tree89fc56cb1faca2a3e3e6c4424dd7104f4d24908c /date.pxd
parented83c435dcb32b5afd7f58a0fde72b41dc0d09e6 (diff)
downloadpyisda-104303510b747ffa31b96e44465eb5fdbd016304.tar.gz
more progress
Diffstat (limited to 'date.pxd')
-rw-r--r--date.pxd8
1 files changed, 5 insertions, 3 deletions
diff --git a/date.pxd b/date.pxd
index a10d922..867893b 100644
--- a/date.pxd
+++ b/date.pxd
@@ -1,7 +1,9 @@
+from cpython cimport datetime as c_datetime
+
cdef extern from "isda/yearfrac.h":
int JpmcdsStringToDayCountConv(char* day_count, long* type)
-cdef long dcc(str day_count)
+cdef long dcc(str day_count) except -1
cdef extern from "isda/cdate.h":
ctypedef struct TDateInterval:
@@ -37,6 +39,6 @@ cdef extern from "isda/busday.h":
long offset, # (I) number of business days
char *holidayFile, # (I) holiday file specification
TDate *result);
-cdef TDate pydate_to_TDate(d)
+cdef TDate pydate_to_TDate(c_datetime.date d)
-cpdef object TDate_to_pydate(TDate d)
+cpdef c_datetime.date TDate_to_pydate(TDate d)