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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:10 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:47 -0400 |
| commit | f1bed268cfd976966b6bab376a59c52dfd0216fa (patch) | |
| tree | d35cf7a08ec376ac0f5e53ec2aa88d12962528f2 /date.pxd | |
| parent | 6b0a14370d244d4ff3b6277c49a23b04b8957678 (diff) | |
| download | pyisda-f1bed268cfd976966b6bab376a59c52dfd0216fa.tar.gz | |
rename zerocurve to curve, and merge yearfrac with date
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 5 |
1 files changed, 5 insertions, 0 deletions
@@ -1,3 +1,8 @@ +cdef extern from "isda/yearfrac.h": + int JpmcdsStringToDayCountConv(char* day_count, long* type) + +cdef long dcc(str day_count) + cdef extern from "isda/cdate.h": ctypedef struct TDateInterval: pass |
