From ed43f3874ccbe7782595b225821230cfca02ceb7 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Tue, 28 Jun 2016 15:59:05 -0400
Subject: cleanups

---
 date.pxd | 25 +++++++++++++++++++++++++
 1 file changed, 25 insertions(+)
 create mode 100644 date.pxd

(limited to 'date.pxd')

diff --git a/date.pxd b/date.pxd
new file mode 100644
index 0000000..22ea9f6
--- /dev/null
+++ b/date.pxd
@@ -0,0 +1,25 @@
+cdef extern from "isda/cdate.h":
+    ctypedef struct TDateInterval:
+        pass
+
+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)
+
+cdef extern from "isda/date_sup.h":
+    int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq)
+
+cdef extern from "isda/dateconv.h":
+    TDate JpmcdsDate(long year, long month, long day)
+
+cdef extern from "isda/ldate.h":
+    int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod,
+                                char* holidayFile, TDate *advAdjustedDate)
+
+cdef enum BadDay:
+    FOLLOW = <long>'F'
+    PREVIOUS = <long>'P'
+    NONE = <long>'N'
+    MODIFIED = <long>'M'
-- 
cgit v1.2.3-70-g09d2