diff options
Diffstat (limited to 'date.pxd')
| -rw-r--r-- | date.pxd | 3 |
1 files changed, 2 insertions, 1 deletions
@@ -7,6 +7,7 @@ ctypedef long TDate cdef extern from "isda/convert.h": int JpmcdsStringToDateInterval(char* input, char* label, TDateInterval* interval) int JpmcdsMakeDateInterval(int num_periods, char period_type, TDateInterval* interval) + char* JpmcdsFormatDate(TDate date) cdef extern from "isda/date_sup.h": int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq) @@ -18,7 +19,7 @@ cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) -cdef enum BadDay: +cpdef public enum BadDay: FOLLOW = <long>'F' PREVIOUS = <long>'P' NONE = <long>'N' |
