From c4b8148b8419ca1e281a8e69aeea578e057c4c4d Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 29 Jun 2016 12:25:46 -0400 Subject: work in progress --- date.pxd | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) (limited to 'date.pxd') diff --git a/date.pxd b/date.pxd index 22ea9f6..c17a786 100644 --- a/date.pxd +++ b/date.pxd @@ -7,6 +7,7 @@ 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) + char* JpmcdsFormatDate(TDate date) cdef extern from "isda/date_sup.h": int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq) @@ -18,7 +19,7 @@ cdef extern from "isda/ldate.h": int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod, char* holidayFile, TDate *advAdjustedDate) -cdef enum BadDay: +cpdef public enum BadDay: FOLLOW = 'F' PREVIOUS = 'P' NONE = 'N' -- cgit v1.2.3-70-g09d2