From 104303510b747ffa31b96e44465eb5fdbd016304 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 1 Jul 2016 16:08:17 -0400 Subject: more progress --- date.pxd | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) (limited to 'date.pxd') diff --git a/date.pxd b/date.pxd index a10d922..867893b 100644 --- a/date.pxd +++ b/date.pxd @@ -1,7 +1,9 @@ +from cpython cimport datetime as c_datetime + cdef extern from "isda/yearfrac.h": int JpmcdsStringToDayCountConv(char* day_count, long* type) -cdef long dcc(str day_count) +cdef long dcc(str day_count) except -1 cdef extern from "isda/cdate.h": ctypedef struct TDateInterval: @@ -37,6 +39,6 @@ cdef extern from "isda/busday.h": long offset, # (I) number of business days char *holidayFile, # (I) holiday file specification TDate *result); -cdef TDate pydate_to_TDate(d) +cdef TDate pydate_to_TDate(c_datetime.date d) -cpdef object TDate_to_pydate(TDate d) +cpdef c_datetime.date TDate_to_pydate(TDate d) -- cgit v1.2.3-70-g09d2