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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 13:34:56 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-06-29 13:34:56 -0400 |
| commit | fa3c124b5da1b3ef07efeb8c1d279680b514c1ff (patch) | |
| tree | 5adb31021f36e4e97304a9bc3c6e525f2f3f972c /zerocurve.pyx | |
| parent | 4dded80c55985a48b1639ccd297a84b0ceb925af (diff) | |
| download | pyisda-fa3c124b5da1b3ef07efeb8c1d279680b514c1ff.tar.gz | |
move BadDay to zerocurve
Diffstat (limited to 'zerocurve.pyx')
| -rw-r--r-- | zerocurve.pyx | 8 |
1 files changed, 7 insertions, 1 deletions
diff --git a/zerocurve.pyx b/zerocurve.pyx index 96e7036..d86c0bd 100644 --- a/zerocurve.pyx +++ b/zerocurve.pyx @@ -3,10 +3,16 @@ from libc.stdlib cimport malloc, free from pyisda.zerocurve cimport JpmcdsBuildIRZeroCurve from pyisda.yearfrac cimport dcc from pyisda.date cimport (JpmcdsStringToDateInterval, JpmcdsDateIntervalToFreq, - JpmcdsDate, JpmcdsDateFwdThenAdjust, BadDay) + JpmcdsDate, JpmcdsDateFwdThenAdjust) cdef int SUCCESS = 0 +cpdef public enum BadDay: + FOLLOW = <long>'F' + PREVIOUS = <long>'P' + NONE = <long>'N' + MODIFIED = <long>'M' + cdef class ZeroCurve: cdef TCurve* _thisptr cdef TDate* _dates |