cpp_layer/curve.hpp


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#include <vector>
typedef long TDate;

class CurveObject {
public:
    CurveObject(TDate baseDate, std::vector<TDate> dates, std::vector<double> rates,
          double basis, long dayCountConv) {
        _ptr = JpmcdsMakeTCurve(baseDate, dates.data(), rates.data(), dates.size(),
                                basis, dayCountConv);
    }
    CurveObject(TCurve* ptr) {
        _ptr = ptr;
    }
    CurveObject(const CurveObject& other) {
        _ptr = JpmcdsCopyCurve(other._ptr);
    }
    CurveObject(CurveObject&& other) : _ptr(other._ptr) {
        other._ptr = nullptr;
    }
    CurveObject& operator=(const CurveObject& other) {
        if( this != &other) {
            JpmcdsFreeTCurve(_ptr);
            _ptr = JpmcdsCopyCurve(other._ptr);
        }
        return *this;
    }
    CurveObject& operator=(CurveObject&& other) {
        if( this != &other) {
            JpmcdsFreeTCurve(_ptr);
            _ptr = other._ptr;
            other._ptr = nullptr;
        }
        return *this;
    }
    ~CurveObject() {
        if(_ptr != nullptr) {
            JpmcdsFreeTCurve(_ptr);
        }
    }
private:
    TCurve* _ptr;
};