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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:10 -0400 |
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| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:47 -0400 |
| commit | f1bed268cfd976966b6bab376a59c52dfd0216fa (patch) | |
| tree | d35cf7a08ec376ac0f5e53ec2aa88d12962528f2 /yearfrac.pyx | |
| parent | 6b0a14370d244d4ff3b6277c49a23b04b8957678 (diff) | |
| download | pyisda-f1bed268cfd976966b6bab376a59c52dfd0216fa.tar.gz | |
rename zerocurve to curve, and merge yearfrac with date
Diffstat (limited to 'yearfrac.pyx')
| -rw-r--r-- | yearfrac.pyx | 11 |
1 files changed, 0 insertions, 11 deletions
diff --git a/yearfrac.pyx b/yearfrac.pyx deleted file mode 100644 index 48b8995..0000000 --- a/yearfrac.pyx +++ /dev/null @@ -1,11 +0,0 @@ -from pyisda.yearfrac cimport JpmcdsStringToDayCountConv - -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)) |