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-rw-r--r--date.pxd8
1 files changed, 5 insertions, 3 deletions
diff --git a/date.pxd b/date.pxd
index a10d922..867893b 100644
--- a/date.pxd
+++ b/date.pxd
@@ -1,7 +1,9 @@
+from cpython cimport datetime as c_datetime
+
cdef extern from "isda/yearfrac.h":
int JpmcdsStringToDayCountConv(char* day_count, long* type)
-cdef long dcc(str day_count)
+cdef long dcc(str day_count) except -1
cdef extern from "isda/cdate.h":
ctypedef struct TDateInterval:
@@ -37,6 +39,6 @@ cdef extern from "isda/busday.h":
long offset, # (I) number of business days
char *holidayFile, # (I) holiday file specification
TDate *result);
-cdef TDate pydate_to_TDate(d)
+cdef TDate pydate_to_TDate(c_datetime.date d)
-cpdef object TDate_to_pydate(TDate d)
+cpdef c_datetime.date TDate_to_pydate(TDate d)