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| -rw-r--r-- | pyisda/date.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/pyisda/date.pxd b/pyisda/date.pxd index d04dca1..755467f 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -34,6 +34,10 @@ cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) nogil +cdef enum DCC: + ACT_365 = 1L + ACT_365F = 2 + ACT_360 = 3 cdef extern from "isda/busday.h": int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date |