diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-01 16:08:17 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-01 16:08:17 -0400 |
| commit | 104303510b747ffa31b96e44465eb5fdbd016304 (patch) | |
| tree | 89fc56cb1faca2a3e3e6c4424dd7104f4d24908c /date.pxd | |
| parent | ed83c435dcb32b5afd7f58a0fde72b41dc0d09e6 (diff) | |
| download | pyisda-104303510b747ffa31b96e44465eb5fdbd016304.tar.gz | |
more progress
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 8 |
1 files changed, 5 insertions, 3 deletions
@@ -1,7 +1,9 @@ +from cpython cimport datetime as c_datetime + cdef extern from "isda/yearfrac.h": int JpmcdsStringToDayCountConv(char* day_count, long* type) -cdef long dcc(str day_count) +cdef long dcc(str day_count) except -1 cdef extern from "isda/cdate.h": ctypedef struct TDateInterval: @@ -37,6 +39,6 @@ cdef extern from "isda/busday.h": long offset, # (I) number of business days char *holidayFile, # (I) holiday file specification TDate *result); -cdef TDate pydate_to_TDate(d) +cdef TDate pydate_to_TDate(c_datetime.date d) -cpdef object TDate_to_pydate(TDate d) +cpdef c_datetime.date TDate_to_pydate(TDate d) |
