From 1fe8d4a980ce2bdcef093946d360767f7e65976c Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 23 Feb 2017 10:30:09 -0500
Subject: add a couple methods

---
 cpp_layer/curve.hpp | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

(limited to 'cpp_layer')

diff --git a/cpp_layer/curve.hpp b/cpp_layer/curve.hpp
index 8e54216..e4fddb8 100644
--- a/cpp_layer/curve.hpp
+++ b/cpp_layer/curve.hpp
@@ -1,3 +1,5 @@
+#include <isda/tcurve.h>
+#include <isda/cxzerocurve.h>
 #include <vector>
 typedef long TDate;
 
@@ -32,6 +34,22 @@ public:
         }
         return *this;
     }
+
+    TCurve* data() {
+        return _ptr;
+    }
+
+    int size() {
+        return _ptr->fNumItems;
+    }
+    TDate BaseDate() {
+        return _ptr->fBaseDate;
+    }
+    double Basis() {
+        return _ptr->fBasis;
+    }
+    double ForwardZeroPrice(TDate d2, TDate d1);
+    double ForwardZeroPrice(TDate d2);
     ~CurveObject() {
         if(_ptr != nullptr) {
             JpmcdsFreeTCurve(_ptr);
@@ -40,3 +58,11 @@ public:
 private:
     TCurve* _ptr;
 };
+
+double CurveObject::ForwardZeroPrice(TDate d2, TDate d1) {
+    return JpmcdsForwardZeroPrice(_ptr, d1, d2);
+}
+
+double CurveObject::ForwardZeroPrice(TDate d2) {
+    return JpmcdsForwardZeroPrice(_ptr, _ptr->fBaseDate, d2);
+}
-- 
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