diff options
| -rw-r--r-- | date.pxd | 1 | ||||
| -rw-r--r-- | date.pyx | 7 |
2 files changed, 7 insertions, 1 deletions
@@ -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 @@ -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 |
