#include "isda/ldate.h" #include "isda/cxzerocurve.h" #include "isda/feeleg.h" #include "isda/contingentleg.h" #include "stdio.h" #ifdef __cplusplus extern "C" { #endif #define SUCCESS 0 #define FAILURE -1 typedef struct { TDate stepinDate; TDate cashSettleDate; TCurve *discountCurve; TCurve *cdsCurve; double recoveryRate; double spread; TContingentLeg *cl; TFeeLeg *fl; } cds_bootstrap_ctx; int cdsBootstrapPointFunction(double hazardRate, void *data, double *pv); #ifdef __cplusplus } #endif