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 --- yearfrac.pyx | 11 ----------- 1 file changed, 11 deletions(-) delete mode 100644 yearfrac.pyx (limited to 'yearfrac.pyx') diff --git a/yearfrac.pyx b/yearfrac.pyx deleted file mode 100644 index 48b8995..0000000 --- a/yearfrac.pyx +++ /dev/null @@ -1,11 +0,0 @@ -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( 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