summaryrefslogtreecommitdiffstats
path: root/yearfrac.pyx
blob: 48b89953958fb5941742b467af2f550c4cf60918 (plain)
1
2
3
4
5
6
7
8
9
10
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))