diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 10:37:11 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 10:39:46 -0400 |
| commit | 6b0a14370d244d4ff3b6277c49a23b04b8957678 (patch) | |
| tree | 53cf3a2a557e7d746c2d5a6e89c241c631e4dcad /date.pxd | |
| parent | 41fad2c2e88ef770b22c62c916cf6c5c68268836 (diff) | |
| download | pyisda-6b0a14370d244d4ff3b6277c49a23b04b8957678.tar.gz | |
fix some maturities, still not matching :(
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 15 |
1 files changed, 15 insertions, 0 deletions
@@ -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) |
