From 18cc63b1f3ebabdb2598ceababbc58ec51082d53 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 23 Feb 2017 14:49:03 -0500 Subject: no need for a helper class --- cpp_layer/curve.hpp | 6 ++++++ 1 file changed, 6 insertions(+) (limited to 'cpp_layer') 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 #include #include +#include + 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& make_shared(TCurve* ptr) { + return std::shared_ptr(ptr, jpmcdsFreeTCurve); +} -- cgit v1.2.3-70-g09d2