1 files changed, 0 insertions, 103 deletions
diff --git a/legs.pyx b/legs.pyx
deleted file mode 100644
index 55f1fcb..0000000
--- a/legs.pyx
+++ /dev/null
@@ -1,103 +0,0 @@
-from legs cimport (JpmcdsCdsContingentLegMake,
-                   JpmcdsCdsFeeLegMake, JpmcdsFeeLegFlows, TBoolean)
-from libc.stdlib cimport free
-from date cimport pydate_to_TDate, TDate_to_pydate, dcc
-from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
-from curve cimport YieldCurve, SpreadCurve
-
-cdef class ContingentLeg:
-
-    def __cinit__(self, start_date, end_date, double notional,
-                  TBoolean protect_start = True):
-
-        self._thisptr = JpmcdsCdsContingentLegMake(pydate_to_TDate(start_date),
-                                                   pydate_to_TDate(end_date),
-                                                   notional,
-                                                   protect_start)
-        if self._thisptr is NULL:
-            raise ValueError
-
-    def __dealloc__(self):
-        if self._thisptr is not NULL:
-            free(self._thisptr)
-
-    def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
-           double recovery_rate):
-        cdef TDate today_c = pydate_to_TDate(today)
-        cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
-        cdef TDate value_date_c = pydate_to_TDate(value_date)
-        cdef double pv
-        if JpmcdsContingentLegPV(self._thisptr, today_c, value_date_c, step_in_date_c,
-                                 yc._thisptr, sc._thisptr, recovery_rate, &pv) == 0:
-            return pv
-        else:
-            raise ValueError
-
-cdef class FeeLeg:
-
-    def __cinit__(self, start_date, end_date, TBoolean pay_accrued_on_default,
-                  double notional, double coupon_rate, str payment_dcc = 'ACT/360',
-                  TBoolean protect_start = True):
-
-        cdef TStubMethod stub_type
-
-        if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0:
-            raise ValueError("can't convert stub")
-
-        self._thisptr = JpmcdsCdsFeeLegMake(pydate_to_TDate(start_date),
-                                            pydate_to_TDate(end_date),
-                                            pay_accrued_on_default,
-                                            NULL,
-                                            &stub_type,
-                                            notional,
-                                            coupon_rate,
-                                            dcc(payment_dcc),
-                                            <long>'M',
-                                            b'NONE',
-                                            protect_start)
-        if self._thisptr is NULL:
-            raise ValueError
-
-    def inspect(self):
-        cdef list acc_start_dates = []
-        cdef list acc_end_dates = []
-        cdef list pay_dates = []
-        cdef size_t i
-        for i in range(self._thisptr.nbDates):
-            acc_start_dates.append(TDate_to_pydate(self._thisptr.accStartDates[i]))
-            acc_end_dates.append(TDate_to_pydate(self._thisptr.accEndDates[i]))
-            pay_dates.append(TDate_to_pydate(self._thisptr.payDates[i]))
-        return {'acc_start_dates': acc_start_dates,
-                'acc_end_dates': acc_end_dates,
-                'pay_dates': pay_dates}
-
-    @property
-    def cashflows(self):
-        cdef TCashFlowList* cfl = JpmcdsFeeLegFlows(self._thisptr)
-        cdef TCashFlow cf
-        result = []
-        for i in range(cfl.fNumItems):
-            cf = cfl.fArray[i]
-            result.append((TDate_to_pydate(cf.fDate), cf.fAmount))
-        return result
-
-    def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
-           TBoolean pay_accrued_at_start):
-        cdef TDate today_c = pydate_to_TDate(today)
-        cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
-        cdef TDate value_date_c = pydate_to_TDate(value_date)
-        cdef double pv
-        if JpmcdsFeeLegPV(self._thisptr, today_c, step_in_date_c, value_date_c,
-                          yc._thisptr, sc._thisptr, pay_accrued_at_start, &pv) == 0:
-            return pv
-        else:
-            raise ValueError
-
-    def accrued(self, today):
-        cdef double ai
-        FeeLegAI(self._thisptr, pydate_to_TDate(today), &ai)
-        return ai
-
-    def __dealloc__(self):
-        if self._thisptr is not NULL:
-            JpmcdsFeeLegFree(self._thisptr)