From f6ee33b57d5f9dc82b06c9f9ccbf8528fc3b783f Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 29 Jun 2016 15:43:10 -0400 Subject: make ZeroCurve cimportable --- zerocurve.pxd | 4 ++++ 1 file changed, 4 insertions(+) (limited to 'zerocurve.pxd') diff --git a/zerocurve.pxd b/zerocurve.pxd index cc3063e..c2c2359 100644 --- a/zerocurve.pxd +++ b/zerocurve.pxd @@ -19,3 +19,7 @@ cdef extern from "isda/tcurve.h": cdef extern from "isda/cxzerocurve.h": double JpmcdsZeroPrice(TCurve* curve, TDate date) + +cdef class ZeroCurve: + cdef TCurve* _thisptr + cdef TDate* _dates -- cgit v1.2.3-70-g09d2