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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-23 14:49:03 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-23 14:49:03 -0500 |
| commit | 18cc63b1f3ebabdb2598ceababbc58ec51082d53 (patch) | |
| tree | 8d65657704c0536aaf572e57644dede50361d2f3 /cpp_layer | |
| parent | 1a1ac5604f3f7eac6a89d5137c7ecd9459b63511 (diff) | |
| download | pyisda-18cc63b1f3ebabdb2598ceababbc58ec51082d53.tar.gz | |
no need for a helper class
Diffstat (limited to 'cpp_layer')
| -rw-r--r-- | cpp_layer/curve.hpp | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/cpp_layer/curve.hpp b/cpp_layer/curve.hpp index fd1db3b..5d1720d 100644 --- a/cpp_layer/curve.hpp +++ b/cpp_layer/curve.hpp @@ -1,6 +1,8 @@ #include <isda/tcurve.h> #include <isda/cxzerocurve.h> #include <vector> +#include <memory> + typedef long TDate; class CurveObject { @@ -69,3 +71,7 @@ double CurveObject::ForwardZeroPrice(TDate d2, TDate d1) { 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); +} |