diff options
Diffstat (limited to 'zerocurve.pxd')
| -rw-r--r-- | zerocurve.pxd | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd index f3aaf57..cc3063e 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -8,7 +8,11 @@ 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) |