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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-12 15:37:45 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-12 15:37:45 -0400 |
| commit | 10e9385b9dce32513d865f75003c0eccff75faa0 (patch) | |
| tree | 6706ae2e1c7f5efe5ba4dc44a2e15eb927974614 /date.pxd | |
| parent | 1f1d6128c664ee4e79ad01bdd914583d905eb209 (diff) | |
| download | pyisda-10e9385b9dce32513d865f75003c0eccff75faa0.tar.gz | |
reorganize project
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 45 |
1 files changed, 0 insertions, 45 deletions
diff --git a/date.pxd b/date.pxd deleted file mode 100644 index b84d9e5..0000000 --- a/date.pxd +++ /dev/null @@ -1,45 +0,0 @@ -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) |
