From bb4f70641a04afc5a72037b91937bad8ba8d1080 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 5 Jul 2016 16:17:00 -0400 Subject: function to convert dcc to string --- date.pxd | 1 + 1 file changed, 1 insertion(+) (limited to 'date.pxd') diff --git a/date.pxd b/date.pxd index 867893b..b84d9e5 100644 --- a/date.pxd +++ b/date.pxd @@ -2,6 +2,7 @@ from cpython cimport datetime as c_datetime cdef extern from "isda/yearfrac.h": int JpmcdsStringToDayCountConv(char* day_count, long* type) + char* JpmcdsFormatDayCountConv(long dayCountConv) cdef long dcc(str day_count) except -1 -- cgit v1.2.3-70-g09d2