diff options
| -rw-r--r-- | pyisda/date.pxd | 4 | ||||
| -rw-r--r-- | pyisda/utils.py | 2 |
2 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/date.pxd b/pyisda/date.pxd index 0ba719a..faaf6e6 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -36,8 +36,8 @@ cdef extern from "isda/ldate.h": cdef enum DCC: ACT_365 = 1L - ACT_365F = 2 - ACT_360 = 3 + ACT_365F = 2L + ACT_360 = 3L cdef extern from "isda/busday.h": int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date diff --git a/pyisda/utils.py b/pyisda/utils.py index 8fda278..3f08939 100644 --- a/pyisda/utils.py +++ b/pyisda/utils.py @@ -69,7 +69,7 @@ def YC(currency="USD", helpers = None, MarkitData=None): helpers, Actual365Fixed()) return curve -def build_yc(trade_date, ql_curve = False): +def build_yc(trade_date, ql_curve=False): markit_data = getMarkitIRData(trade_date-datetime.timedelta(days=1)) if ql_curve: |