diff options
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 15 |
1 files changed, 15 insertions, 0 deletions
@@ -2,6 +2,12 @@ cdef extern from "isda/cdate.h": ctypedef struct TDateInterval: pass +cdef extern from "isda/mdydate.h": + ctypedef struct TMonthDayYear: + long month + long day + long year + ctypedef long TDate cdef extern from "isda/convert.h": @@ -14,9 +20,18 @@ cdef extern from "isda/date_sup.h": cdef extern from "isda/dateconv.h": TDate JpmcdsDate(long year, long month, long day) + int JpmcdsDateToMDY(TDate date, TMonthDayYear *mdyDate) cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) + +cdef extern from "isda/busday.h": + int JpmcdsDateFromBusDaysOffset(TDate fromDate, # (I) input date + long offset, # (I) number of business days + char *holidayFile, # (I) holiday file specification + TDate *result); cdef TDate pydate_to_TDate(d) + +cpdef object TDate_to_pydate(TDate d) |
