From 34368d0b4a8ec83335d41237eae84ae83e749070 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 5 Jul 2016 16:16:00 -0400 Subject: add method to inspect content of curve --- curve.pxd | 17 ++++++++++++++--- 1 file changed, 14 insertions(+), 3 deletions(-) (limited to 'curve.pxd') diff --git a/curve.pxd b/curve.pxd index b365b5a..bd36e09 100644 --- a/curve.pxd +++ b/curve.pxd @@ -5,9 +5,6 @@ cdef extern from "isda/zerocurve.h": ctypedef long int TDate - ctypedef struct TCurve: - pass - ctypedef struct TDateInterval: pass @@ -23,6 +20,18 @@ cdef extern from "isda/zerocurve.h": long floatSwapDCC, long badDayConv, char* holidayFile) +cdef extern from "isda/bastypes.h": + ctypedef struct TCurve: + int fNumItems + TRatePt* fArray + TDate fBaseDate + double fBasis + long fDayCountConv + + ctypedef struct TRatePt: + TDate fDate + double fRate + cdef extern from "isda/cds.h": TCurve* JpmcdsCleanSpreadCurve( @@ -81,3 +90,5 @@ cdef class ZeroCurve(Curve): cdef class SpreadCurve(Curve): pass + +cdef fArray_to_list(TRatePt* fArray, int fNumItems) -- cgit v1.2.3-70-g09d2