From 6b0a14370d244d4ff3b6277c49a23b04b8957678 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 30 Jun 2016 10:37:11 -0400
Subject: fix some maturities, still not matching :(

---
 zerocurve.pxd | 18 +++++++++++++-----
 1 file changed, 13 insertions(+), 5 deletions(-)

(limited to 'zerocurve.pxd')

diff --git a/zerocurve.pxd b/zerocurve.pxd
index c2c2359..d652ca0 100644
--- a/zerocurve.pxd
+++ b/zerocurve.pxd
@@ -8,11 +8,18 @@ cdef extern from "isda/zerocurve.h":
     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)
+    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)
@@ -23,3 +30,4 @@ cdef extern from "isda/cxzerocurve.h":
 cdef class ZeroCurve:
     cdef TCurve* _thisptr
     cdef TDate* _dates
+    cdef size_t _ninstr
-- 
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