diff options
Diffstat (limited to 'cpp_layer')
| -rw-r--r-- | cpp_layer/curve.hpp | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/cpp_layer/curve.hpp b/cpp_layer/curve.hpp index fd1db3b..5d1720d 100644 --- a/cpp_layer/curve.hpp +++ b/cpp_layer/curve.hpp @@ -1,6 +1,8 @@ #include <isda/tcurve.h> #include <isda/cxzerocurve.h> #include <vector> +#include <memory> + typedef long TDate; class CurveObject { @@ -69,3 +71,7 @@ double CurveObject::ForwardZeroPrice(TDate d2, TDate d1) { double CurveObject::ForwardZeroPrice(TDate d2) { return JpmcdsForwardZeroPrice(_ptr, _ptr->fBaseDate, d2); } + +std::shared_ptr<TCurve>& make_shared(TCurve* ptr) { + return std::shared_ptr<TCurve>(ptr, jpmcdsFreeTCurve); +} |
