cdef extern from "isda/cdate.h":
    ctypedef struct TDateInterval:
        pass

ctypedef long TDate

cdef extern from "isda/convert.h":
    int JpmcdsStringToDateInterval(char* input, char* label, TDateInterval* interval)
    int JpmcdsMakeDateInterval(int num_periods, char period_type, TDateInterval* interval)

cdef extern from "isda/date_sup.h":
    int JpmcdsDateIntervalToFreq(TDateInterval* interval, double* freq)

cdef extern from "isda/dateconv.h":
    TDate JpmcdsDate(long year, long month, long day)

cdef extern from "isda/ldate.h":
    int JpmcdsDateFwdThenAdjust(TDate date, TDateInterval* interval, long badDayMethod,
                                char* holidayFile, TDate *advAdjustedDate)

cdef enum BadDay:
    FOLLOW = <long>'F'
    PREVIOUS = <long>'P'
    NONE = <long>'N'
    MODIFIED = <long>'M'