diff options
| -rw-r--r-- | legs.pxd | 5 | ||||
| -rw-r--r-- | legs.pyx | 13 |
2 files changed, 17 insertions, 1 deletions
@@ -9,7 +9,10 @@ cdef extern from "isda/cx.h": pass ctypedef struct TFeeLeg: - pass + int nbDates + TDate* accStartDates + TDate* accEndDates + TDate* payDates cdef extern from "isda/bastypes.h": ctypedef struct TCashFlow: @@ -58,6 +58,19 @@ cdef class FeeLeg: if self._thisptr is NULL: raise ValueError + def inspect(self): + cdef list acc_start_dates = [] + cdef list acc_end_dates = [] + cdef list pay_dates = [] + cdef size_t i + for i in range(self._thisptr.nbDates): + acc_start_dates.append(TDate_to_pydate(self._thisptr.accStartDates[i])) + acc_end_dates.append(TDate_to_pydate(self._thisptr.accEndDates[i])) + pay_dates.append(TDate_to_pydate(self._thisptr.payDates[i])) + return {'acc_start_dates': acc_start_dates, + 'acc_end_dates': acc_end_dates, + 'pay_dates': pay_dates} + @property def cashflows(self): cdef TCashFlowList* cfl = JpmcdsFeeLegFlows(self._thisptr) |
