The t4 files

I'm afraid these aren't annotated. If you're wondering what they all mean please see the well-documented function calls in the ISDA headers under jpm_cds/objects/isda_cds_model_c_v1.7/lib/include/isda.

ir_curve.t4:

static
    TDate baseDate
    int mmDCC
    long fixedSwapFreq
    long floatSwapFreq
    long fixedSwapDCC
    long floatSwapDCC
    char badDayConv
    int iholidays
    char types[NUM_RATES]
    double rates[NUM_RATES]
    TDate dates[NUM_RATES]

pub
    TCurve pTCurve

credit_curve.t4:

sub
    ir_curve s_ir_curve

static
    TDate today
    TDate startDate
    TDate stepinDate
    TDate cashSettleDate
    long nbDate
    double recoveryRate
    TBoolean payAccOnDefault
    long paymentDcc
    char badDayConv
    int icalendar
    TDate endDates[NUM_RATES]
    double couponRates[NUM_RATES]
    TDateInterval couponInterval[ONE]
    TStubMethod stubType[ONE]

pub
    TCurve pTCurve

trade.t4:

static
    TDate startDate
    TDate endDate
    double notional
    double couponRate
    TBoolean protectStart
    TBoolean isPriceClean
    double recoveryRate
    TDate today
    TDate valueDate
    TDate stepinDate
    TBoolean payAccOnDefault
    long paymentDcc
    char badDayConv
    TDateInterval couponInterval[ONE]
    TStubMethod stubType[ONE]

leg.t4:

sub
    ir_curve s_ir_curve
    credit_curve s_credit_curve
    trade s_trade

pub
    double pv

fee_leg.t4:

implements leg

contingent_leg.t4:

implements leg

standard_risk.t4:

sub
    contingent_leg s_contingent_leg
    fee_leg s_fee_leg

pub
    double pv