def py_IMMNextDates(startDate, numOfDates, datePref, endDate, rule='CFFEX'):
'''Optional rule is one of 'CFFEX, 'CFFEXLT', 'INTERNATIONAL'
'''
errVec = Str_Vec()
dateResult = PkInt_Vec()
symResult = Str_Vec()
rc = pk_IMMNextDates(dateToPkDate(startDate), numOfDates, datePref, dateToPkDate(endDate), rule, dateResult, symResult, errVec)
_checkAndRaiseErr(errVec)
return tuple((pkDateToDate(i) for i in dateResult))
def py_IMMSymbolToDate(immCodes, refDate, rule='CFFEX'):
'''Optional rule is one of 'CFFEX, 'CFFEXLT', 'INTERNATIONAL'
'''
errVec = Str_Vec()
result = Param_Vec()
if isinstance(immCodes, str):
immCodes = [immCodes]
immCodes = _listToPkVec(immCodes)
if isinstance(refDate, datetime.date):
refDate = [dateToPkDate(refDate)]
if len(refDate) < immCodes.size():
refDate += [refDate[-1]] * (immCodes.size() - len(refDate))
refDate = _listToPkVec(refDate)
pk_IMMSymbolToDate(immCodes, refDate, rule, result, errVec)
_checkAndRaiseErr(errVec)
result = _unpackVecResult(result)
return tuple((pkDateToDate(i) for i in result))
def py_CalendarAdjust(calendar, dates, BusinessDayConvention):
errVec = Str_Vec()
result = PkInt_Vec()
rc = pk_CalendarAdjust(calendar, _listToPkVec(dates, vecType=int), BusinessDayConvention, result, errVec)
_checkAndRaiseErr(errVec)
return tuple(pkDateToDate(d) for d in result)
def py_CurveDates(curveId):
result = PkInt_Vec()
errVec = Str_Vec()
rc = pk_CurveDates(curveId, result, errVec)
_checkAndRaiseErr(errVec)
return tuple(pkDateToDate(d) for d in result)
def py_CalendarAdvance(calendar, startDates, periods, BusinessDayConvention, endOfMonth):
errVec = Str_Vec()
result = PkInt_Vec()
rc = pk_CalendarAdvance(calendar, _listToPkVec(startDates, vecType=int), _listToPkVec(periods), BusinessDayConvention, endOfMonth, result, errVec)
_checkAndRaiseErr(errVec)
return tuple(pkDateToDate(d) for d in result)
def py_BondNextCashflowDate(bondId, settlementDate=None):
errVec = Str_Vec()
settlementDate = settlementDate or PkMissingDate
rc = pk_BondNextCashflowDate(bondId, settlementDate, errVec)
_checkAndRaiseErr(errVec)
return pkDateToDate(rc)
def _py_CalendarHolidayList(calendar, fromDate, toDate, type):
errVec = Str_Vec()
result = PkInt_Vec()
rc = pk_CalendarHolidayList(calendar, dateToPkDate(fromDate), dateToPkDate(toDate), type, result, errVec)
_checkAndRaiseErr(errVec)
return tuple(pkDateToDate(d) for d in result)