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authorGuillaume Horel <guillaume.horel@serenitascapital.com>2016-07-12 15:37:45 -0400
committerGuillaume Horel <guillaume.horel@serenitascapital.com>2016-07-12 15:37:45 -0400
commit10e9385b9dce32513d865f75003c0eccff75faa0 (patch)
tree6706ae2e1c7f5efe5ba4dc44a2e15eb927974614 /date.pxd
parent1f1d6128c664ee4e79ad01bdd914583d905eb209 (diff)
downloadpyisda-10e9385b9dce32513d865f75003c0eccff75faa0.tar.gz
reorganize project
Diffstat (limited to 'date.pxd')
-rw-r--r--date.pxd45
1 files changed, 0 insertions, 45 deletions
diff --git a/date.pxd b/date.pxd
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-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
-
-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":
- 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)
-
-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(c_datetime.date d)
-
-cpdef c_datetime.date TDate_to_pydate(TDate d)