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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:41:19 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:43:41 -0400 |
| commit | 698e0ddb347fa4b67a9ded9d1b8dbb452d8cffbc (patch) | |
| tree | 770d1131c9751ee91d235df878b47209caa23d79 /date.pxd | |
| parent | fa3c124b5da1b3ef07efeb8c1d279680b514c1ff (diff) | |
| download | pyisda-698e0ddb347fa4b67a9ded9d1b8dbb452d8cffbc.tar.gz | |
add convenience function to convert python dates
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 2 |
1 files changed, 2 insertions, 0 deletions
@@ -18,3 +18,5 @@ cdef extern from "isda/dateconv.h": cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) + +cdef TDate pydate_to_TDate(d) |