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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 12:25:46 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 12:25:46 -0400 |
| commit | c4b8148b8419ca1e281a8e69aeea578e057c4c4d (patch) | |
| tree | 461e6522891fdffe4a5075ed7d21b9d9b7065214 /zerocurve.pxd | |
| parent | ed43f3874ccbe7782595b225821230cfca02ceb7 (diff) | |
| download | pyisda-c4b8148b8419ca1e281a8e69aeea578e057c4c4d.tar.gz | |
work in progress
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index f3aaf57..cc3063e 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -8,7 +8,11 @@ cdef extern from "isda/zerocurve.h": ctypedef struct TDateInterval: pass - TCurve* JpmcdsBuildIRZeroCurve(TDate valueDate, char* instrNames, TDate* dates, double* rates, long nInstr, long mmDCC, long fixedSwapFreq, long floatSwapFreq, long fixedSwapDCC, long floatSwapDCC, long badDayConv, char* holidayFile) + TCurve* JpmcdsBuildIRZeroCurve(TDate valueDate, char* instrNames, + TDate* dates, double* rates, long nInstr, + long mmDCC, long fixedSwapFreq, long floatSwapFreq, + long fixedSwapDCC, long floatSwapDCC, + long badDayConv, char* holidayFile) cdef extern from "isda/tcurve.h": void JpmcdsFreeTCurve(TCurve* curve) |