From e61c2ea1409c9579f6a2020f382db480f58be538 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Wed, 6 Jul 2016 11:05:46 -0400
Subject: add new constructor

---
 curve.pxd | 13 +++++++++++++
 1 file changed, 13 insertions(+)

(limited to 'curve.pxd')

diff --git a/curve.pxd b/curve.pxd
index bd36e09..831baf7 100644
--- a/curve.pxd
+++ b/curve.pxd
@@ -77,10 +77,23 @@ cdef extern from "isda/cds.h":
 
 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 enum Basis:
+    CONTINUOUS = 5000
+    DISCOUNT_RATE = 512
+    SIMPLE_BASIS = 0
+    ANNUAL_BASIS = 1
+    DISCOUNT_FACTOR = -2
+
 cdef class Curve:
     cdef TCurve* _thisptr
 
-- 
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