1 files changed, 0 insertions, 71 deletions
diff --git a/cdsone.pyx b/cdsone.pyx
deleted file mode 100644
index 13c517e..0000000
--- a/cdsone.pyx
+++ /dev/null
@@ -1,71 +0,0 @@
-from cdsone cimport (JpmcdsCdsoneUpfrontCharge,
-                            JpmcdsCdsoneSpread, JpmcdsStringToStubMethod)
-from curve cimport YieldCurve
-from date cimport JpmcdsStringToDateInterval, pydate_to_TDate, dcc
-
-cdef int SUCCESS = 0
-
-def upfront_charge(date, value_date, benchmark_start_date, stepin_date,
-                   start_date, end_date, double coupon_rate,
-                   YieldCurve yc,
-                   double spread,
-                   double recovery_rate,
-                   TBoolean pay_accrued_at_start = True,
-                   TBoolean pay_accrued_on_default = True):
-
-    cdef:
-       TDate today = pydate_to_TDate(date)
-       TDate value_date_c = pydate_to_TDate(value_date)
-       TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
-       TDate stepin_date_c = pydate_to_TDate(stepin_date)
-       TDate start_date_c = pydate_to_TDate(start_date)
-       TDate end_date_c = pydate_to_TDate(end_date)
-       double result
-       TStubMethod stub
-       TDateInterval ivl
-       char* routine = "upfront_charge"
-
-    if JpmcdsStringToStubMethod(b"f/s", &stub) != SUCCESS:
-        raise ValueError("can't convert stub")
-    if JpmcdsStringToDateInterval(b"3M", routine, &ivl) != SUCCESS:
-        raise ValueError("can't convert to date interval")
-    if JpmcdsCdsoneUpfrontCharge(today, value_date_c, benchmark_start_date_c, stepin_date_c,
-                                 start_date_c, end_date_c, coupon_rate, pay_accrued_on_default,
-                                 &ivl, &stub,
-                                 dcc("ACT/360"), b'F', b"None", yc._thisptr, spread, recovery_rate,
-                                 pay_accrued_at_start, &result) == SUCCESS:
-        return result
-    else:
-        raise ValueError("computation failed")
-
-def spread_from_upfront(date, value_date, benchmark_start_date, stepin_date,
-                        start_date, end_date, double coupon_rate,
-                        YieldCurve yc,
-                        double upfront,
-                        double recovery_rate,
-                        TBoolean pay_accrued_at_start = True,
-                        TBoolean pay_accrued_on_default = True):
-    cdef:
-       TDate today = pydate_to_TDate(date)
-       TDate value_date_c = pydate_to_TDate(value_date)
-       TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
-       TDate stepin_date_c = pydate_to_TDate(stepin_date)
-       TDate start_date_c = pydate_to_TDate(start_date)
-       TDate end_date_c = pydate_to_TDate(end_date)
-       double result
-       TStubMethod stub
-       TDateInterval ivl
-       char* routine = "upfront_charge"
-
-    if JpmcdsStringToStubMethod(b"f/s", &stub) != SUCCESS:
-        raise ValueError("can't convert stub")
-    if JpmcdsStringToDateInterval(b"3M", routine, &ivl) != SUCCESS:
-        raise ValueError("can't convert to date interval")
-    if JpmcdsCdsoneSpread(today, value_date_c, benchmark_start_date_c, stepin_date_c,
-                          start_date_c, end_date_c, coupon_rate, pay_accrued_on_default,
-                          &ivl, &stub,
-                          dcc("ACT/360"), b'F', b"None", yc._thisptr, upfront, recovery_rate,
-                          pay_accrued_at_start, &result) == SUCCESS:
-        return result
-    else:
-        raise ValueError("computation failed")