switch to C++cpp

3 files changed, 49 insertions, 4 deletions

diff --git a/Makefile b/Makefile
index c0eb427..82696cb 100644
--- a/Makefile
+++ b/Makefile
@@ -2,7 +2,7 @@ build:
 	python setup.py build_ext --inplace
 
 clean:
-	find pyisda \( -name *.c -o -name \*.h -o -name \*.so \) -exec rm {} \;
+	find pyisda \( -name *.c -o -name *.h -o -name *.so -o -name *.cpp -o -name *.html \) -exec rm {} \;
 	rm -rf build
 
 install:
diff --git a/cpp_layer/curve.hpp b/cpp_layer/curve.hpp
new file mode 100644
index 0000000..8e54216
--- /dev/null
+++ b/cpp_layer/curve.hpp
@@ -0,0 +1,42 @@
+#include <vector>
+typedef long TDate;
+
+class CurveObject {
+public:
+    CurveObject(TDate baseDate, std::vector<TDate> dates, std::vector<double> rates,
+          double basis, long dayCountConv) {
+        _ptr = JpmcdsMakeTCurve(baseDate, dates.data(), rates.data(), dates.size(),
+                                basis, dayCountConv);
+    }
+    CurveObject(TCurve* ptr) {
+        _ptr = ptr;
+    }
+    CurveObject(const CurveObject& other) {
+        _ptr = JpmcdsCopyCurve(other._ptr);
+    }
+    CurveObject(CurveObject&& other) : _ptr(other._ptr) {
+        other._ptr = nullptr;
+    }
+    CurveObject& operator=(const CurveObject& other) {
+        if( this != &other) {
+            JpmcdsFreeTCurve(_ptr);
+            _ptr = JpmcdsCopyCurve(other._ptr);
+        }
+        return *this;
+    }
+    CurveObject& operator=(CurveObject&& other) {
+        if( this != &other) {
+            JpmcdsFreeTCurve(_ptr);
+            _ptr = other._ptr;
+            other._ptr = nullptr;
+        }
+        return *this;
+    }
+    ~CurveObject() {
+        if(_ptr != nullptr) {
+            JpmcdsFreeTCurve(_ptr);
+        }
+    }
+private:
+    TCurve* _ptr;
+};
diff --git a/setup.py b/setup.py
index dd76e0d..da9a315 100644
--- a/setup.py
+++ b/setup.py
@@ -4,13 +4,16 @@ from Cython.Build import cythonize
 import numpy
 
 all_extensions = Extension("*", ["pyisda/*.pyx"],
-                           include_dirs = ['c_layer', numpy.get_include()],
-                           libraries = ["cds"])
+                           include_dirs = ['cpp_layer', 'c_layer', numpy.get_include()],
+                           libraries = ["cds"],
+                           language = 'c++')
 
 c_extension = Extension("pyisda.flat_hazard",
                         include_dirs = ['c_layer', numpy.get_include()],
                         sources = ['pyisda/flat_hazard.pyx', 'c_layer/cdsbootstrap.c'],
-                        libraries = ['cds'])
+                        libraries = ['cds'],
+                        language = 'c++')
+
 all_extensions = cythonize([c_extension, all_extensions], nthreads = 4,
                            compiler_directives={'embedsignature':True})