1 files changed, 0 insertions, 112 deletions
diff --git a/curve.pxd b/curve.pxd
deleted file mode 100644
index 50de68f..0000000
--- a/curve.pxd
+++ /dev/null
@@ -1,112 +0,0 @@
-from cdsone cimport TStubMethod
-
-cdef extern from "isda/zerocurve.h":
-    ctypedef int TBoolean
-
-    ctypedef long int TDate
-
-    ctypedef struct TDateInterval:
-        pass
-
-    TCurve* JpmcdsBuildIRZeroCurve(TDate valueDate,
-                                   char* instrNames,
-                                   TDate* dates,
-                                   double* rates,
-                                   long nInstr,
-                                   long mmDCC,
-                                   long fixedSwapFreq,
-                                   long floatSwapFreq,
-                                   long fixedSwapDCC,
-                                   long floatSwapDCC,
-                                   long badDayConv,
-                                   char* holidayFile)
-cdef extern from "isda/bastypes.h":
-    ctypedef struct TCurve:
-        int fNumItems
-        TRatePt* fArray
-        TDate fBaseDate
-        double fBasis
-        long fDayCountConv
-
-    ctypedef struct TRatePt:
-        TDate fDate
-        double fRate
-
-cdef extern from "isda/cds.h":
-
-     TCurve* JpmcdsCleanSpreadCurve(
-        # Risk starts at the end of today
-        TDate           today,
-        # Interest rate discount curve - assumes flat forward interpolation
-        TCurve         *discCurve,
-        # Effective date of the benchmark CDS
-        TDate           startDate,
-        # Step in date of the benchmark CDS
-        TDate           stepinDate,
-        # Date when payment should be make
-        TDate           cashSettleDate,
-        # Number of benchmark dates
-        long            nbDate,
-        # Dates when protection ends for each benchmark (end of day).
-        #    Array of size nbDate
-        TDate          *endDates,
-        # Coupon rates for each benchmark instrument. Array of size nbDate
-        double         *couponRates,
-        # Flags to denote that we include particular benchmarks. This makes it
-        # easy for the user to include or exclude benchmarks on a one-by-one
-        # basis. Can be NULL if all are included. Otherwise an array of size
-        # nbDate.
-        TBoolean       *includes,
-        # Recovery rate in case of default
-        double          recoveryRate,
-        # Should accrued interest be paid on default. Usually set to TRUE
-        TBoolean        payAccOnDefault,
-        # Interval between coupon payments. Can be NULL when 3M is assumed
-        TDateInterval  *couponInterval,
-        # Day count convention for coupon payment. Normal is ACT_360
-        long            paymentDcc,
-        # If the startDate and endDate are not on cycle, then this parameter
-        # determines location of coupon dates. */
-        TStubMethod    *stubType,
-        # Bad day convention for adjusting coupon payment dates. */
-        long            badDayConv,
-        # Calendar used when adjusting coupon dates. Can be NULL which equals
-        # a calendar with no holidays and including weekends. */
-        char           *calendar
-    )
-
-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 extern from "isda/cfinanci.h":
-    int JpmcdsDiscountToRateYearFrac(double discount,          # (I) Discount factor
-                                     double yearFraction,      # (I) See JpmcdsDayCountFraction
-                                     double basis,             # (I) Basis for the rate
-                                     double *rate);
-cdef enum Basis:
-    CONTINUOUS = 5000
-    DISCOUNT_RATE = 512
-    SIMPLE_BASIS = 0
-    ANNUAL_BASIS = 1
-    DISCOUNT_FACTOR = -2
-
-cdef class Curve:
-    cdef TCurve* _thisptr
-
-cdef class YieldCurve(Curve):
-    cdef TDate* _dates
-    cdef size_t _ninstr
-
-cdef class SpreadCurve(Curve):
-    pass
-
-cdef fArray_to_list(TRatePt* fArray, int fNumItems)