Memory leak with Windows API

leak.cpp

#include <iostream>
#include <Windows.h>
#include <string>

namespace windows_threads
{
  class THREAD_PARAM
  {
  public:
    std::string name;
    unsigned int pause;

    THREAD_PARAM(std::string _name, int _pause)
    {
      name = _name;
      pause = _pause;
    }
  };
  
  typedef THREAD_PARAM* PTHREAD_PARAM;

  DWORD WINAPI double_worker(LPVOID parameter);

  void testTwoThreadsWithWaitForMultipleObjectsFalse();
}

DWORD WINAPI windows_threads::double_worker(LPVOID parameter)
{
  PTHREAD_PARAM param = (PTHREAD_PARAM)parameter;
  DWORD threadId = GetCurrentThreadId();

  std::cout << "  [" << threadId << "] inside the thread <" << param->name << ">" << std::endl;
  Sleep(param->pause * 1000);
  std::cout << "  [" << threadId << "] after " << param->pause << " seconds <" << param->name << ">" << std::endl;
  return 0;
}

void windows_threads::testTwoThreadsWithWaitForMultipleObjectsFalse()
{
  const int THREADS = 2;

  DWORD         dwThreadIdArray[THREADS];
  HANDLE        hThreadArray[THREADS];
  PTHREAD_PARAM pParamArray[THREADS];

  pParamArray[0] = new THREAD_PARAM(std::string("Thread 1"), 5);
  pParamArray[1] = new THREAD_PARAM(std::string("Thread 2"), 4);

  for (int i = 0; i < THREADS; i++)
  {
    hThreadArray[i] = CreateThread(NULL, 0, double_worker, pParamArray[i], 0, &dwThreadIdArray[i]);
  }

  std::cout << "[" << GetCurrentThreadId() << "] Waiting for thread finish" << std::endl;

  WaitForMultipleObjects(THREADS, hThreadArray, FALSE, INFINITE);

  std::cout << "[" << GetCurrentThreadId() << "] After WaitForMultipleObjects" << std::endl;

  for (int i = 0; i < THREADS; i++)
  {
    if (hThreadArray[i])
    {
      CloseHandle(hThreadArray[i]);
    }

    delete pParamArray[i];
  }

  std::cout << "[" << GetCurrentThreadId() << "] Thread finished" << std::endl;
}

int main()
{
  windows_threads::testTwoThreadsWithWaitForMultipleObjectsFalse();
  std::cin.get();
  return 0;
}