cleanups

1 files changed, 14 insertions, 7 deletions

diff --git a/zerocurve.pyx b/zerocurve.pyx
index 2918bae..e56a38e 100644
--- a/zerocurve.pyx
+++ b/zerocurve.pyx
@@ -2,16 +2,17 @@ from cpython cimport datetime
 from libc.stdlib cimport malloc, free
 from pyisda.zerocurve cimport JpmcdsBuildIRZeroCurve
 from pyisda.yearfrac cimport dcc
-from pyisda.convert cimport JpmcdsStringToDateInterval, JpmcdsDateIntervalToFreq, JpmcdsDate
+from pyisda.date cimport (JpmcdsStringToDateInterval, JpmcdsDateIntervalToFreq,
+                          JpmcdsDate, JpmcdsDateFwdThenAdjust, NONE)
 
 cdef int SUCCESS = 0
 
-cdef class Tcurve:
+cdef class ZeroCurve:
     cdef TCurve* _thisptr
     cdef TDate* _dates
 
     def __cinit__(self, date, str types,
-                  list dates, double[:] rates,
+                  list periods, double[:] rates,
                   str mm_dcc, str fixed_swap_period, str float_swap_period,
                   str fixed_swap_dcc, str float_swap_dcc, char bad_day_conv,
                   char* holidayFile):
@@ -28,10 +29,16 @@ cdef class Tcurve:
         else:
             raise ValueError
 
-        cdef TDate* _dates = <TDate*>malloc(len(dates) * sizeof(TDate))
+        cdef TDate* _dates = <TDate*>malloc(len(periods) * sizeof(TDate))
+        cdef TDateInterval tmp
 
-        for i, d in enumerate(date):
-            _dates[i] = JpmcdsDate(d.year, d.month, d.day)
+        for i, p in enumerate(periods):
+            period_bytes = p.encode('utf-8')
+            if JpmcdsStringToDateInterval(p, routine, &tmp) != SUCCESS:
+                raise ValueError
+            if JpmcdsDateFwdThenAdjust(value_date, &tmp, NONE,
+                                       "None", &_dates[i]) != SUCCESS:
+                raise ValueError('Invalid interval')
 
         fixed_bytes = fixed_swap_period.encode('utf-8')
         float_bytes = float_swap_period.encode('utf-8')
@@ -47,7 +54,7 @@ cdef class Tcurve:
             raise ValueError
         self._thisptr = JpmcdsBuildIRZeroCurve(
             value_date, types_bytes, _dates,
-            &rates[0], len(dates), dcc(mm_dcc), <long> fixed_freq,
+            &rates[0], len(periods), dcc(mm_dcc), <long> fixed_freq,
             <long> float_freq,
             dcc(fixed_swap_dcc), dcc(fixed_swap_dcc), <long>bad_day_conv, "None"
         )