diff options
| -rw-r--r-- | zerocurve.pxd | 4 | ||||
| -rw-r--r-- | zerocurve.pyx | 2 |
2 files changed, 4 insertions, 2 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 diff --git a/zerocurve.pyx b/zerocurve.pyx index 6760d41..93b505d 100644 --- a/zerocurve.pyx +++ b/zerocurve.pyx @@ -14,8 +14,6 @@ cpdef public enum BadDay: MODIFIED = <long>'M' cdef class ZeroCurve: - cdef TCurve* _thisptr - cdef TDate* _dates def __init__(self, date, str types, list periods, double[:] rates, |