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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:43:10 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 15:43:41 -0400 |
| commit | f6ee33b57d5f9dc82b06c9f9ccbf8528fc3b783f (patch) | |
| tree | 84f98dbe95b7fff305fb11c457aeb0dfef033039 /zerocurve.pxd | |
| parent | 698e0ddb347fa4b67a9ded9d1b8dbb452d8cffbc (diff) | |
| download | pyisda-f6ee33b57d5f9dc82b06c9f9ccbf8528fc3b783f.tar.gz | |
make ZeroCurve cimportable
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index cc3063e..c2c2359 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -19,3 +19,7 @@ cdef extern from "isda/tcurve.h": cdef extern from "isda/cxzerocurve.h": double JpmcdsZeroPrice(TCurve* curve, TDate date) + +cdef class ZeroCurve: + cdef TCurve* _thisptr + cdef TDate* _dates |