diff options
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 33 |
1 files changed, 0 insertions, 33 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd deleted file mode 100644 index d652ca0..0000000 --- a/zerocurve.pxd +++ /dev/null @@ -1,33 +0,0 @@ -cdef extern from "isda/zerocurve.h": - - ctypedef long int TDate - - ctypedef struct TCurve: - pass - - 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) - -cdef extern from "isda/tcurve.h": - void JpmcdsFreeTCurve(TCurve* curve) - -cdef extern from "isda/cxzerocurve.h": - double JpmcdsZeroPrice(TCurve* curve, TDate date) - -cdef class ZeroCurve: - cdef TCurve* _thisptr - cdef TDate* _dates - cdef size_t _ninstr |
