#include "cdsbootstrap.h"

int cdsBootstrapPointFunction
(double   hazardRate,
 void    *data,
 double  *pv)
{
    int         status    = FAILURE;

    cds_bootstrap_ctx *context = (cds_bootstrap_ctx*)data;

    const TCurve         *discountCurve = context->discountCurve;
    TCurve         *cdsCurve      = context->cdsCurve;
    TDate           cdsBaseDate   = cdsCurve->fBaseDate;
    TDate           stepinDate    = context->stepinDate;
    TDate           cashSettleDate = context->cashSettleDate;

    double          pvC; /* PV of contingent leg */
    double          pvF; /* PV of fee leg */
    cdsCurve->fArray[0].fRate = hazardRate;

    if (JpmcdsContingentLegPV (context->cl,
                               cdsBaseDate,
                               cashSettleDate,
                               stepinDate,
                               discountCurve,
                               cdsCurve,
                               context->recoveryRate,
                               &pvC) != SUCCESS)
        goto done;

    if (JpmcdsFeeLegPV(context->fl,
                       cdsBaseDate,
                       stepinDate,
                       cashSettleDate,
                       discountCurve,
                       cdsCurve,
                       1,
                       &pvF) != SUCCESS)
        goto done;
    /* Note: price is discounted to cdsBaseDate */
    *pv = pvC - context->spread * pvF;
    status = SUCCESS;

 done:

    if (status != SUCCESS)
        fprintf(stderr, "Something went wrong: %f\n", hazardRate);
    return status;
}