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)