From bb4f70641a04afc5a72037b91937bad8ba8d1080 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 5 Jul 2016 16:17:00 -0400 Subject: function to convert dcc to string --- date.pxd | 1 + date.pyx | 7 ++++++- 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/date.pxd b/date.pxd index 867893b..b84d9e5 100644 --- a/date.pxd +++ b/date.pxd @@ -2,6 +2,7 @@ from cpython cimport datetime as c_datetime cdef extern from "isda/yearfrac.h": int JpmcdsStringToDayCountConv(char* day_count, long* type) + char* JpmcdsFormatDayCountConv(long dayCountConv) cdef long dcc(str day_count) except -1 diff --git a/date.pyx b/date.pyx index 81a66f3..b7a79ab 100644 --- a/date.pyx +++ b/date.pyx @@ -1,6 +1,6 @@ import datetime from cpython cimport datetime as c_datetime -from date cimport JpmcdsDate, JpmcdsStringToDayCountConv +from date cimport JpmcdsDate, JpmcdsStringToDayCountConv, JpmcdsFormatDayCountConv c_datetime.import_datetime() @@ -21,3 +21,8 @@ cdef long dcc(str day_count) except -1: return r else: raise ValueError('{0} is not a valid day count'.format(day_count)) + +def dcc_tostring(long day_count): + cdef char* c_string = JpmcdsFormatDayCountConv(day_count) + s = c_string.decode('utf-8') + return s -- cgit v1.2.3-70-g09d2