diff options
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index cc3063e..c2c2359 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -19,3 +19,7 @@ cdef extern from "isda/tcurve.h": cdef extern from "isda/cxzerocurve.h": double JpmcdsZeroPrice(TCurve* curve, TDate date) + +cdef class ZeroCurve: + cdef TCurve* _thisptr + cdef TDate* _dates |