From 60e49a606ae270fb4d455da1b565e0ea656ffb3c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 28 Jun 2016 15:30:16 -0400 Subject: initial import --- yearfrac.pxd | 4 ++++ 1 file changed, 4 insertions(+) create mode 100644 yearfrac.pxd (limited to 'yearfrac.pxd') diff --git a/yearfrac.pxd b/yearfrac.pxd new file mode 100644 index 0000000..739ca90 --- /dev/null +++ b/yearfrac.pxd @@ -0,0 +1,4 @@ +cdef extern from "isda/yearfrac.h": + int JpmcdsStringToDayCountConv(char* day_count, long* type) + +cdef long dcc(str day_count) -- cgit v1.2.3-70-g09d2