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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-05 16:17:00 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-05 16:17:00 -0400 |
| commit | bb4f70641a04afc5a72037b91937bad8ba8d1080 (patch) | |
| tree | 57f67bae1cd08727522be3f9158246f954a87e99 /date.pxd | |
| parent | 34368d0b4a8ec83335d41237eae84ae83e749070 (diff) | |
| download | pyisda-bb4f70641a04afc5a72037b91937bad8ba8d1080.tar.gz | |
function to convert dcc to string
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 1 |
1 files changed, 1 insertions, 0 deletions
@@ -2,6 +2,7 @@ from cpython cimport datetime as c_datetime cdef extern from "isda/yearfrac.h": int JpmcdsStringToDayCountConv(char* day_count, long* type) + char* JpmcdsFormatDayCountConv(long dayCountConv) cdef long dcc(str day_count) except -1 |