diff options
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 18 |
1 files changed, 13 insertions, 5 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index c2c2359..d652ca0 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -8,11 +8,18 @@ cdef extern from "isda/zerocurve.h": ctypedef struct TDateInterval: pass - TCurve* JpmcdsBuildIRZeroCurve(TDate valueDate, char* instrNames, - TDate* dates, double* rates, long nInstr, - long mmDCC, long fixedSwapFreq, long floatSwapFreq, - long fixedSwapDCC, long floatSwapDCC, - long badDayConv, char* holidayFile) + TCurve* JpmcdsBuildIRZeroCurve(TDate valueDate, + char* instrNames, + TDate* dates, + double* rates, + long nInstr, + long mmDCC, + long fixedSwapFreq, + long floatSwapFreq, + long fixedSwapDCC, + long floatSwapDCC, + long badDayConv, + char* holidayFile) cdef extern from "isda/tcurve.h": void JpmcdsFreeTCurve(TCurve* curve) @@ -23,3 +30,4 @@ cdef extern from "isda/cxzerocurve.h": cdef class ZeroCurve: cdef TCurve* _thisptr cdef TDate* _dates + cdef size_t _ninstr |