2 files changed, 43 insertions, 21 deletions

diff --git a/c_layer/curve.cpp b/c_layer/curve.cpp
index 2f84d01..221f27c 100644
--- a/c_layer/curve.cpp
+++ b/c_layer/curve.cpp
@@ -64,7 +64,7 @@ namespace pyisda {
         }
     }
 
-    void Curve::tweak(TCurve* const ptr, double epsilon) {
+    void Curve::tweak(TCurve* ptr, double epsilon) {
         double h1, h2, t1, t2, c;
         h1 = t1 = c = 0;
         TRatePt cur;
@@ -79,18 +79,22 @@ namespace pyisda {
         }
     }
 
-    void Curve::tweak(TCurve* const ptr, double epsilon, unsigned long mask) {
-        double h1, h2, t1, t2, c;
-        h1 = t1 = c = 0;
-        TRatePt cur;
-        for(int i = 0;i < ptr->fNumItems; i++) {
-            cur = ptr->fArray[i];
-            h2 = cur.fRate;
-            t2 = (cur.fDate - ptr->fBaseDate) / 365.;
-            c += (h2 * t2 - h1 * t1 ) * (1 + epsilon * (( mask >> i) & 1));
-            cur.fRate = c / t2;
-            h1 = h2;
-            t1 = t2;
+    void Curve::tweak(TCurve* ptr, double epsilon, unsigned long mask) {
+        if (mask == 0) {
+            Curve::tweak(ptr, epsilon);
+        } else {
+            double h1, h2, t1, t2, c;
+            h1 = t1 = c = 0;
+            TRatePt cur;
+            for(int i = 0; i < ptr->fNumItems; i++) {
+                cur = ptr->fArray[i];
+                h2 = cur.fRate;
+                t2 = (cur.fDate - ptr->fBaseDate) / 365.;
+                c += (h2 * t2 - h1 * t1 ) * (1 + epsilon * (( mask >> i) & 1));
+                cur.fRate = c / t2;
+                h1 = h2;
+                t1 = t2;
+            };
         }
     }
 
@@ -117,7 +121,8 @@ namespace pyisda {
     }
 
     size_t SpreadCurve::size() {
-        return Curve::size() + recovery_rates.size() * sizeof(double) + 8;
+        return Curve::size() + recovery_rates.size() * sizeof(double) +
+            8 + sizeof(TDate) + sizeof(Seniority);
     }
 
     unsigned char* SpreadCurve::serialize(unsigned char* const buf) {
@@ -131,7 +136,12 @@ namespace pyisda {
         } else {
             ticker.copy((char*)cur, 8, 0);
         }
-        return cur + 8;
+        cur += 8;
+        memcpy(cur, &event_date, sizeof(TDate));
+        cur += sizeof(TDate);
+        memcpy(cur, &seniority, sizeof(Seniority));
+        cur += sizeof(Seniority);
+        return cur;
     }
 
 }
diff --git a/c_layer/curve.hpp b/c_layer/curve.hpp
index 5cc796a..39fdce9 100644
--- a/c_layer/curve.hpp
+++ b/c_layer/curve.hpp
@@ -5,6 +5,7 @@
 #include "isda/bastypes.h"
 #include "isda/cdate.h"
 #include "isda/tcurve.h"
+#include <iostream>
 
 namespace pyisda {
     class Curve {
@@ -17,7 +18,7 @@ namespace pyisda {
         ~Curve() {
             JpmcdsFreeTCurve(ptr);
         }
-        explicit operator TCurve*() const { return ptr; }
+        TCurve* get_TCurve() const {return ptr; }
         unsigned char* serialize(unsigned char* buf);
         double zeroPrice(const TDate date);
         double zeroPrice(const TDate date1, const TDate date2);
@@ -36,7 +37,7 @@ namespace pyisda {
     public:
         YieldCurve(TCurve* const curve, const std::vector<TDate>& dates) :
             Curve(curve),
-            dates(dates) {};
+            dates(std::move(dates)) {};
         YieldCurve(const YieldCurve &curve2) :
             Curve(curve2),
             dates(std::move(curve2.dates)) {};
@@ -47,18 +48,29 @@ namespace pyisda {
 
     class SpreadCurve : public Curve {
     public:
+        enum Seniority {
+            Senior,
+            Subordinated
+        };
+
         SpreadCurve(TCurve* const curve, const std::vector<double>& recovery_rates,
-                    const std::string& ticker) :
+                    const std::string& ticker, TDate event_date = -1,
+                    Seniority sen = Senior) :
             Curve(curve),
             recovery_rates(recovery_rates),
-            ticker(ticker) {};
+            ticker(ticker),
+            event_date(event_date),
+            seniority(sen) {};
         SpreadCurve(const SpreadCurve &curve2) :
             Curve(curve2),
             recovery_rates(std::move(curve2.recovery_rates)),
-            ticker(std::move(curve2.ticker)) {};
-
+            ticker(std::move(curve2.ticker)),
+            event_date(curve2.event_date),
+            seniority(curve2.seniority) {};
         std::vector<double> recovery_rates;
         std::string ticker;
+        TDate event_date;
+        SpreadCurve::Seniority seniority;
         size_t size();
         unsigned char* serialize(unsigned char* buf);
     };