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-rw-r--r--zerocurve.pxd33
1 files changed, 0 insertions, 33 deletions
diff --git a/zerocurve.pxd b/zerocurve.pxd
deleted file mode 100644
index d652ca0..0000000
--- a/zerocurve.pxd
+++ /dev/null
@@ -1,33 +0,0 @@
-cdef extern from "isda/zerocurve.h":
-
- ctypedef long int TDate
-
- ctypedef struct TCurve:
- pass
-
- 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/tcurve.h":
- void JpmcdsFreeTCurve(TCurve* curve)
-
-cdef extern from "isda/cxzerocurve.h":
- double JpmcdsZeroPrice(TCurve* curve, TDate date)
-
-cdef class ZeroCurve:
- cdef TCurve* _thisptr
- cdef TDate* _dates
- cdef size_t _ninstr