From 60e49a606ae270fb4d455da1b565e0ea656ffb3c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 28 Jun 2016 15:30:16 -0400 Subject: initial import --- convert.pxd | 15 +++++++++++++++ 1 file changed, 15 insertions(+) create mode 100644 convert.pxd (limited to 'convert.pxd') diff --git a/convert.pxd b/convert.pxd new file mode 100644 index 0000000..0d02c8b --- /dev/null +++ b/convert.pxd @@ -0,0 +1,15 @@ +cdef extern from "isda/cdate.h": + ctypedef struct TDateInterval: + pass + +ctypedef long TDate + +cdef extern from "isda/convert.h": + int JpmcdsStringToDateInterval(char* input, char* label, TDateInterval* interval) + int JpmcdsMakeDateInterval(int num_periods, char period_type, TDateInterval* interval) + +cdef extern from "isda/date_sup.h": + int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq) + +cdef extern from "isda/dateconv.h": + TDate JpmcdsDate(long year, long month, long day) -- cgit v1.2.3-70-g09d2