From 60e49a606ae270fb4d455da1b565e0ea656ffb3c Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Tue, 28 Jun 2016 15:30:16 -0400
Subject: initial import

---
 yearfrac.pyx | 11 +++++++++++
 1 file changed, 11 insertions(+)
 create mode 100644 yearfrac.pyx

(limited to 'yearfrac.pyx')

diff --git a/yearfrac.pyx b/yearfrac.pyx
new file mode 100644
index 0000000..48b8995
--- /dev/null
+++ b/yearfrac.pyx
@@ -0,0 +1,11 @@
+from pyisda.yearfrac cimport JpmcdsStringToDayCountConv
+
+cdef long dcc(str day_count):
+    cdef long r
+    dc_bytes = day_count.encode('utf-8')
+    cdef char* dc = dc_bytes
+    cdef err = JpmcdsStringToDayCountConv(<char*> dc, &r)
+    if err == 0:
+        return r
+    else:
+        raise ValueError('{0} is not a valid day count'.format(day_count))
-- 
cgit v1.2.3-70-g09d2