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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-28 15:30:16 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-28 15:30:16 -0400 |
| commit | 60e49a606ae270fb4d455da1b565e0ea656ffb3c (patch) | |
| tree | ada0b2e8bfa6b5bb4dc8180f7d83ca57572378e5 /yearfrac.pxd | |
| download | pyisda-60e49a606ae270fb4d455da1b565e0ea656ffb3c.tar.gz | |
initial import
Diffstat (limited to 'yearfrac.pxd')
| -rw-r--r-- | yearfrac.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/yearfrac.pxd b/yearfrac.pxd new file mode 100644 index 0000000..739ca90 --- /dev/null +++ b/yearfrac.pxd @@ -0,0 +1,4 @@ +cdef extern from "isda/yearfrac.h": + int JpmcdsStringToDayCountConv(char* day_count, long* type) + +cdef long dcc(str day_count) |