diff options
| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:10 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-30 15:02:47 -0400 |
| commit | f1bed268cfd976966b6bab376a59c52dfd0216fa (patch) | |
| tree | d35cf7a08ec376ac0f5e53ec2aa88d12962528f2 /zerocurve.pxd | |
| parent | 6b0a14370d244d4ff3b6277c49a23b04b8957678 (diff) | |
| download | pyisda-f1bed268cfd976966b6bab376a59c52dfd0216fa.tar.gz | |
rename zerocurve to curve, and merge yearfrac with date
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 33 |
1 files changed, 0 insertions, 33 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd deleted file mode 100644 index d652ca0..0000000 --- a/zerocurve.pxd +++ /dev/null @@ -1,33 +0,0 @@ -cdef extern from "isda/zerocurve.h": - - ctypedef long int TDate - - ctypedef struct TCurve: - pass - - 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) - -cdef extern from "isda/tcurve.h": - void JpmcdsFreeTCurve(TCurve* curve) - -cdef extern from "isda/cxzerocurve.h": - double JpmcdsZeroPrice(TCurve* curve, TDate date) - -cdef class ZeroCurve: - cdef TCurve* _thisptr - cdef TDate* _dates - cdef size_t _ninstr |