From 6b0a14370d244d4ff3b6277c49a23b04b8957678 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 30 Jun 2016 10:37:11 -0400
Subject: fix some maturities, still not matching :(

---
 date.pyx | 5 +++++
 1 file changed, 5 insertions(+)

(limited to 'date.pyx')

diff --git a/date.pyx b/date.pyx
index 2852f1b..8df0df8 100644
--- a/date.pyx
+++ b/date.pyx
@@ -4,3 +4,8 @@ from date cimport JpmcdsDate
 cdef TDate pydate_to_TDate(d):
     assert isinstance(d, datetime.date)
     return JpmcdsDate(d.year, d.month, d.day)
+
+cpdef object TDate_to_pydate(TDate d):
+    cdef TMonthDayYear date
+    if JpmcdsDateToMDY(d, &date) == 0:
+        return datetime.date(date.year, date.month, date.day)
-- 
cgit v1.2.3-70-g09d2