diff options
| -rw-r--r-- | date.pxd | 6 | ||||
| -rw-r--r-- | zerocurve.pyx | 8 |
2 files changed, 7 insertions, 7 deletions
@@ -18,9 +18,3 @@ cdef extern from "isda/dateconv.h": cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) - -cpdef public enum BadDay: - FOLLOW = <long>'F' - PREVIOUS = <long>'P' - NONE = <long>'N' - MODIFIED = <long>'M' 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 |