diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 13:34:56 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 13:34:56 -0400 |
| commit | fa3c124b5da1b3ef07efeb8c1d279680b514c1ff (patch) | |
| tree | 5adb31021f36e4e97304a9bc3c6e525f2f3f972c /date.pxd | |
| parent | 4dded80c55985a48b1639ccd297a84b0ceb925af (diff) | |
| download | pyisda-fa3c124b5da1b3ef07efeb8c1d279680b514c1ff.tar.gz | |
move BadDay to zerocurve
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 6 |
1 files changed, 0 insertions, 6 deletions
@@ -18,9 +18,3 @@ cdef extern from "isda/dateconv.h": cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) - -cpdef public enum BadDay: - FOLLOW = <long>'F' - PREVIOUS = <long>'P' - NONE = <long>'N' - MODIFIED = <long>'M' |