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-rw-r--r--date.pxd1
-rw-r--r--date.pyx7
2 files changed, 7 insertions, 1 deletions
diff --git a/date.pxd b/date.pxd
index 867893b..b84d9e5 100644
--- a/date.pxd
+++ b/date.pxd
@@ -2,6 +2,7 @@ from cpython cimport datetime as c_datetime
cdef extern from "isda/yearfrac.h":
int JpmcdsStringToDayCountConv(char* day_count, long* type)
+ char* JpmcdsFormatDayCountConv(long dayCountConv)
cdef long dcc(str day_count) except -1
diff --git a/date.pyx b/date.pyx
index 81a66f3..b7a79ab 100644
--- a/date.pyx
+++ b/date.pyx
@@ -1,6 +1,6 @@
import datetime
from cpython cimport datetime as c_datetime
-from date cimport JpmcdsDate, JpmcdsStringToDayCountConv
+from date cimport JpmcdsDate, JpmcdsStringToDayCountConv, JpmcdsFormatDayCountConv
c_datetime.import_datetime()
@@ -21,3 +21,8 @@ cdef long dcc(str day_count) except -1:
return r
else:
raise ValueError('{0} is not a valid day count'.format(day_count))
+
+def dcc_tostring(long day_count):
+ cdef char* c_string = JpmcdsFormatDayCountConv(day_count)
+ s = c_string.decode('utf-8')
+ return s