add new constructor

1 files changed, 13 insertions, 0 deletions

diff --git a/curve.pxd b/curve.pxd
index bd36e09..831baf7 100644
--- a/curve.pxd
+++ b/curve.pxd
@@ -77,10 +77,23 @@ cdef extern from "isda/cds.h":
 
 cdef extern from "isda/tcurve.h":
     void JpmcdsFreeTCurve(TCurve* curve)
+    TCurve* JpmcdsMakeTCurve(TDate   baseDate,
+                             TDate  *dates,
+                             double *rates,
+                             int     numPts,
+                             double  basis,
+                             long    dayCountConv);
 
 cdef extern from "isda/cxzerocurve.h":
     double JpmcdsZeroPrice(TCurve* curve, TDate date)
 
+cdef enum Basis:
+    CONTINUOUS = 5000
+    DISCOUNT_RATE = 512
+    SIMPLE_BASIS = 0
+    ANNUAL_BASIS = 1
+    DISCOUNT_FACTOR = -2
+
 cdef class Curve:
     cdef TCurve* _thisptr