From f1bed268cfd976966b6bab376a59c52dfd0216fa Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Thu, 30 Jun 2016 15:02:10 -0400
Subject: rename zerocurve to curve, and merge yearfrac with date

---
 zerocurve.pxd | 33 ---------------------------------
 1 file changed, 33 deletions(-)
 delete mode 100644 zerocurve.pxd

(limited to 'zerocurve.pxd')

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
-- 
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