diff options
Diffstat (limited to 'yearfrac.pxd')
| -rw-r--r-- | yearfrac.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/yearfrac.pxd b/yearfrac.pxd new file mode 100644 index 0000000..739ca90 --- /dev/null +++ b/yearfrac.pxd @@ -0,0 +1,4 @@ +cdef extern from "isda/yearfrac.h": + int JpmcdsStringToDayCountConv(char* day_count, long* type) + +cdef long dcc(str day_count) |