rename zerocurve to curve, and merge yearfrac with date

1 files changed, 11 insertions, 1 deletions

diff --git a/date.pyx b/date.pyx
index 8df0df8..26d7339 100644
--- a/date.pyx
+++ b/date.pyx
@@ -1,5 +1,5 @@
 import datetime
-from date cimport JpmcdsDate
+from date cimport JpmcdsDate, JpmcdsStringToDayCountConv
 
 cdef TDate pydate_to_TDate(d):
     assert isinstance(d, datetime.date)
@@ -9,3 +9,13 @@ cpdef object TDate_to_pydate(TDate d):
     cdef TMonthDayYear date
     if JpmcdsDateToMDY(d, &date) == 0:
         return datetime.date(date.year, date.month, date.day)
+
+cdef long dcc(str day_count):
+    cdef long r
+    dc_bytes = day_count.encode('utf-8')
+    cdef char* dc = dc_bytes
+    cdef err = JpmcdsStringToDayCountConv(<char*> dc, &r)
+    if err == 0:
+        return r
+    else:
+        raise ValueError('{0} is not a valid day count'.format(day_count))