diff options
Diffstat (limited to 'cdsone.pxd')
| -rw-r--r-- | cdsone.pxd | 52 |
1 files changed, 0 insertions, 52 deletions
diff --git a/cdsone.pxd b/cdsone.pxd deleted file mode 100644 index b24d3b4..0000000 --- a/cdsone.pxd +++ /dev/null @@ -1,52 +0,0 @@ -from date cimport TDateInterval -from curve cimport TCurve - -cdef extern from "isda/stub.h": - ctypedef struct TStubMethod: - pass - - int JpmcdsStringToStubMethod(char* name, TStubMethod* stub) - -cdef extern from "isda/cdsone.h": - - ctypedef int TBoolean - - ctypedef long int TDate - - int JpmcdsCdsoneUpfrontCharge(TDate today, - TDate valueDate, - TDate benchmarkStartDate, - TDate stepinDate, - TDate startDate, - TDate endDate, - double couponRate, - TBoolean payAccruedOnDefault, - TDateInterval* dateInterval, - TStubMethod* stubType, - long accrueDCC, - long badDayConv, - char* calendar, - TCurve* discCurve, - double oneSpread, - double recoveryRate, - TBoolean payAccruedAtStart, - double* upfrontCharge) - - int JpmcdsCdsoneSpread(TDate today, - TDate valueDate, - TDate benchmarkStartDate, - TDate stepinDate, - TDate startDate, - TDate endDate, - double couponRate, - TBoolean payAccruedOnDefault, - TDateInterval* dateInterval, - TStubMethod* stubType, - long accrueDCC, - long badDayConv, - char* calendar, - TCurve* discCurve, - double upfrontCharge, - double recoveryRate, - TBoolean payAccruedAtStart, - double* oneSpread) |