malloc cleanups

1 files changed, 27 insertions, 29 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 57f7ecd..489c8e4 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -265,7 +265,7 @@ cdef class SpreadCurve(Curve):
         cdef TDate start_date_c = pydate_to_TDate(start_date)
         cdef int n_dates = len(end_dates)
         cdef TDate* end_dates_c = <TDate*>malloc(n_dates * sizeof(TDate))
-        self._thisptr = NULL
+        cdef TCurve* curve = NULL
         cdef size_t i
         if cash_settle_date_c < yc._thisptr.fBaseDate:
             raise ValueError("cash_settle_date: {0} is anterior to yc's base_date: {1}".
@@ -277,33 +277,36 @@ cdef class SpreadCurve(Curve):
         if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0:
             raise ValueError("can't convert stub")
         cdef long dc
-        JpmcdsStringToDayCountConv('ACT/360', &dc)
         with nogil:
-            self._thisptr = JpmcdsCleanSpreadCurve(today_c,
-                                                   yc._thisptr,
-                                                   start_date_c,
-                                                   step_in_date_c,
-                                                   cash_settle_date_c,
-                                                   n_dates,
-                                                   end_dates_c,
-                                                   &coupon_rates[0],
-                                                   &upfront_rates[0],
-                                                   NULL,
-                                                   &recovery_rates[0],
-                                                   pay_accrued_on_default,
-                                                   NULL,
-                                                   dc,
-                                                   &stub_type,
-                                                   <long>'M',
-                                                   b'NONE')
-        if self._thisptr == NULL:
-            raise ValueError("something went wrong")
+            JpmcdsStringToDayCountConv('ACT/360', &dc)
+            curve = JpmcdsCleanSpreadCurve(today_c,
+                                           yc._thisptr,
+                                           start_date_c,
+                                           step_in_date_c,
+                                           cash_settle_date_c,
+                                           n_dates,
+                                           end_dates_c,
+                                           &coupon_rates[0],
+                                           &upfront_rates[0],
+                                           NULL,
+                                           &recovery_rates[0],
+                                           pay_accrued_on_default,
+                                           NULL,
+                                           dc,
+                                           &stub_type,
+                                           <long>'M',
+                                           b'NONE')
+            free(end_dates_c)
+        if curve == NULL:
+            raise ValueError("Didn't init the survival curve properly")
+        else:
+            self._thisptr = curve
 
     survival_probability = Curve.__forward_zero_price
 
     @classmethod
-    def from_flat_hazard(cls, base_date, double rate, Basis basis = CONTINUOUS,
-                         str day_count_conv = 'Actual/365F'):
+    def from_flat_hazard(cls, base_date, double rate, Basis basis=CONTINUOUS,
+                         str day_count_conv='Actual/365F'):
         """
         Alternative constructor for flat hazard rate Curve.
 
@@ -322,12 +325,7 @@ cdef class SpreadCurve(Curve):
         cdef TDate base_date_c = pydate_to_TDate(base_date)
         cdef SpreadCurve sc = cls.__new__(cls)
         cdef TDate max_date = 200000 # can go higher but this should be more than enough
-        cdef TDate* dates = <TDate*>malloc(sizeof(TDate))
-
-        cdef double* rates = <double*>malloc(sizeof(double))
-        dates[0] = max_date
-        rates[0] = rate
 
-        sc._thisptr = JpmcdsMakeTCurve(base_date_c, dates, rates, 1,
+        sc._thisptr = JpmcdsMakeTCurve(base_date_c, &max_date, &rate, 1,
                                        <double>basis, dcc(day_count_conv))
         return sc