switch to C++cpp

1 files changed, 42 insertions, 0 deletions

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;
+};