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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 12:25:46 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 12:25:46 -0400 |
| commit | c4b8148b8419ca1e281a8e69aeea578e057c4c4d (patch) | |
| tree | 461e6522891fdffe4a5075ed7d21b9d9b7065214 /date.pxd | |
| parent | ed43f3874ccbe7782595b225821230cfca02ceb7 (diff) | |
| download | pyisda-c4b8148b8419ca1e281a8e69aeea578e057c4c4d.tar.gz | |
work in progress
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 3 |
1 files changed, 2 insertions, 1 deletions
@@ -7,6 +7,7 @@ ctypedef long TDate cdef extern from "isda/convert.h": int JpmcdsStringToDateInterval(char* input, char* label, TDateInterval* interval) int JpmcdsMakeDateInterval(int num_periods, char period_type, TDateInterval* interval) + char* JpmcdsFormatDate(TDate date) cdef extern from "isda/date_sup.h": int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq) @@ -18,7 +19,7 @@ cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) -cdef enum BadDay: +cpdef public enum BadDay: FOLLOW = <long>'F' PREVIOUS = <long>'P' NONE = <long>'N' |