no need for cpp_layer

1 files changed, 0 insertions, 77 deletions

diff --git a/cpp_layer/curve.hpp b/cpp_layer/curve.hpp
deleted file mode 100644
index 5d1720d..0000000
--- a/cpp_layer/curve.hpp
+++ /dev/null
@@ -1,77 +0,0 @@
-#include <isda/tcurve.h>
-#include <isda/cxzerocurve.h>
-#include <vector>
-#include <memory>
-
-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;
-    }
-
-    TCurve* data() {
-        return _ptr;
-    }
-    typedef TRatePt* iterator;
-    typedef const TRatePt* const_iterator;
-    iterator begin() { return _ptr->fArray; }
-    iterator end() {return &_ptr->fArray[_ptr->fNumItems];}
-    int size() {
-        return _ptr->fNumItems;
-    }
-    TDate BaseDate() {
-        return _ptr->fBaseDate;
-    }
-    double Basis() {
-        return _ptr->fBasis;
-    }
-    double ForwardZeroPrice(TDate d2, TDate d1);
-    double ForwardZeroPrice(TDate d2);
-    ~CurveObject() {
-        if(_ptr != nullptr) {
-            JpmcdsFreeTCurve(_ptr);
-        }
-    }
-private:
-    TCurve* _ptr;
-};
-
-double CurveObject::ForwardZeroPrice(TDate d2, TDate d1) {
-    return JpmcdsForwardZeroPrice(_ptr, d1, d2);
-}
-
-double CurveObject::ForwardZeroPrice(TDate d2) {
-    return JpmcdsForwardZeroPrice(_ptr, _ptr->fBaseDate, d2);
-}
-
-std::shared_ptr<TCurve>& make_shared(TCurve* ptr) {
-    return std::shared_ptr<TCurve>(ptr, jpmcdsFreeTCurve);
-}