From 698e0ddb347fa4b67a9ded9d1b8dbb452d8cffbc Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 29 Jun 2016 15:41:19 -0400 Subject: add convenience function to convert python dates --- date.pxd | 2 ++ 1 file changed, 2 insertions(+) (limited to 'date.pxd') diff --git a/date.pxd b/date.pxd index cce6c55..24af83f 100644 --- a/date.pxd +++ b/date.pxd @@ -18,3 +18,5 @@ cdef extern from "isda/dateconv.h": cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) + +cdef TDate pydate_to_TDate(d) -- cgit v1.2.3-70-g09d2