bugfixesmore_cpp

1 files changed, 18 insertions, 6 deletions

diff --git a/c_layer/curve.hpp b/c_layer/curve.hpp
index 5cc796a..39fdce9 100644
--- a/c_layer/curve.hpp
+++ b/c_layer/curve.hpp
@@ -5,6 +5,7 @@
 #include "isda/bastypes.h"
 #include "isda/cdate.h"
 #include "isda/tcurve.h"
+#include <iostream>
 
 namespace pyisda {
     class Curve {
@@ -17,7 +18,7 @@ namespace pyisda {
         ~Curve() {
             JpmcdsFreeTCurve(ptr);
         }
-        explicit operator TCurve*() const { return ptr; }
+        TCurve* get_TCurve() const {return ptr; }
         unsigned char* serialize(unsigned char* buf);
         double zeroPrice(const TDate date);
         double zeroPrice(const TDate date1, const TDate date2);
@@ -36,7 +37,7 @@ namespace pyisda {
     public:
         YieldCurve(TCurve* const curve, const std::vector<TDate>& dates) :
             Curve(curve),
-            dates(dates) {};
+            dates(std::move(dates)) {};
         YieldCurve(const YieldCurve &curve2) :
             Curve(curve2),
             dates(std::move(curve2.dates)) {};
@@ -47,18 +48,29 @@ namespace pyisda {
 
     class SpreadCurve : public Curve {
     public:
+        enum Seniority {
+            Senior,
+            Subordinated
+        };
+
         SpreadCurve(TCurve* const curve, const std::vector<double>& recovery_rates,
-                    const std::string& ticker) :
+                    const std::string& ticker, TDate event_date = -1,
+                    Seniority sen = Senior) :
             Curve(curve),
             recovery_rates(recovery_rates),
-            ticker(ticker) {};
+            ticker(ticker),
+            event_date(event_date),
+            seniority(sen) {};
         SpreadCurve(const SpreadCurve &curve2) :
             Curve(curve2),
             recovery_rates(std::move(curve2.recovery_rates)),
-            ticker(std::move(curve2.ticker)) {};
-
+            ticker(std::move(curve2.ticker)),
+            event_date(curve2.event_date),
+            seniority(curve2.seniority) {};
         std::vector<double> recovery_rates;
         std::string ticker;
+        TDate event_date;
+        SpreadCurve::Seniority seniority;
         size_t size();
         unsigned char* serialize(unsigned char* buf);
     };