diff options
| -rw-r--r-- | pyisda/date.pyx | 8 |
1 files changed, 8 insertions, 0 deletions
diff --git a/pyisda/date.pyx b/pyisda/date.pyx index 2a31ef2..bc4507a 100644 --- a/pyisda/date.pyx +++ b/pyisda/date.pyx @@ -204,3 +204,11 @@ def default_accrual(trade_date, edd, start_date, end_date, double notional, &default_accrual) != SUCCESS: raise ValueError("failed to compute default accrual") return accrual_days, default_accrual + +def add_bus_days(from_date: datetime.date, int offset): + cdef: + TDate from_date_c = pydate_to_TDate(from_date) + TDate result + + JpmcdsDateFromBusDaysOffset(from_date_c, offset, b"None", &result) + return TDate_to_pydate(result) |