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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)
char* JpmcdsFormatDate(TDate date)
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)
cpdef public enum BadDay:
FOLLOW = <long>'F'
PREVIOUS = <long>'P'
NONE = <long>'N'
MODIFIED = <long>'M'
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