From f1bed268cfd976966b6bab376a59c52dfd0216fa Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 30 Jun 2016 15:02:10 -0400 Subject: rename zerocurve to curve, and merge yearfrac with date --- date.pxd | 5 +++++ 1 file changed, 5 insertions(+) (limited to 'date.pxd') diff --git a/date.pxd b/date.pxd index 16b2261..a10d922 100644 --- a/date.pxd +++ b/date.pxd @@ -1,3 +1,8 @@ +cdef extern from "isda/yearfrac.h": + int JpmcdsStringToDayCountConv(char* day_count, long* type) + +cdef long dcc(str day_count) + cdef extern from "isda/cdate.h": ctypedef struct TDateInterval: pass -- cgit v1.2.3-70-g09d2