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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-06-30 10:37:11 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-06-30 10:39:46 -0400
commit6b0a14370d244d4ff3b6277c49a23b04b8957678 (patch)
tree53cf3a2a557e7d746c2d5a6e89c241c631e4dcad /date.pxd
parent41fad2c2e88ef770b22c62c916cf6c5c68268836 (diff)
downloadpyisda-6b0a14370d244d4ff3b6277c49a23b04b8957678.tar.gz
fix some maturities, still not matching :(
Diffstat (limited to 'date.pxd')
-rw-r--r--date.pxd15
1 files changed, 15 insertions, 0 deletions
diff --git a/date.pxd b/date.pxd
index 24af83f..16b2261 100644
--- a/date.pxd
+++ b/date.pxd
@@ -2,6 +2,12 @@ cdef extern from "isda/cdate.h":
ctypedef struct TDateInterval:
pass
+cdef extern from "isda/mdydate.h":
+ ctypedef struct TMonthDayYear:
+ long month
+ long day
+ long year
+
ctypedef long TDate
cdef extern from "isda/convert.h":
@@ -14,9 +20,18 @@ cdef extern from "isda/date_sup.h":
cdef extern from "isda/dateconv.h":
TDate JpmcdsDate(long year, long month, long day)
+ int JpmcdsDateToMDY(TDate date, TMonthDayYear *mdyDate)
cdef extern from "isda/ldate.h":
int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod,
char* holidayFile, TDate *advAdjustedDate)
+
+cdef extern from "isda/busday.h":
+ int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date
+ long offset, # (I) number of business days
+ char *holidayFile, # (I) holiday file specification
+ TDate *result);
cdef TDate pydate_to_TDate(d)
+
+cpdef object TDate_to_pydate(TDate d)