From fa3c124b5da1b3ef07efeb8c1d279680b514c1ff Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 29 Jun 2016 13:34:56 -0400 Subject: move BadDay to zerocurve --- date.pxd | 6 ------ zerocurve.pyx | 8 +++++++- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/date.pxd b/date.pxd index c17a786..cce6c55 100644 --- a/date.pxd +++ b/date.pxd @@ -18,9 +18,3 @@ cdef extern from "isda/dateconv.h": cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) - -cpdef public enum BadDay: - FOLLOW = 'F' - PREVIOUS = 'P' - NONE = 'N' - MODIFIED = 'M' diff --git a/zerocurve.pyx b/zerocurve.pyx index 96e7036..d86c0bd 100644 --- a/zerocurve.pyx +++ b/zerocurve.pyx @@ -3,10 +3,16 @@ from libc.stdlib cimport malloc, free from pyisda.zerocurve cimport JpmcdsBuildIRZeroCurve from pyisda.yearfrac cimport dcc from pyisda.date cimport (JpmcdsStringToDateInterval, JpmcdsDateIntervalToFreq, - JpmcdsDate, JpmcdsDateFwdThenAdjust, BadDay) + JpmcdsDate, JpmcdsDateFwdThenAdjust) cdef int SUCCESS = 0 +cpdef public enum BadDay: + FOLLOW = 'F' + PREVIOUS = 'P' + NONE = 'N' + MODIFIED = 'M' + cdef class ZeroCurve: cdef TCurve* _thisptr cdef TDate* _dates -- cgit v1.2.3-70-g09d2