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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-11-21 13:18:32 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-11-21 13:18:32 -0500 |
| commit | 09d6f71b2f3ac388b1c1f690a67c15f0edce065d (patch) | |
| tree | e12c25f9ff30cb7699c68aec410ca31b49e99107 | |
| parent | 1404e6197c10de950f61a02b61e368090899a37e (diff) | |
| download | pyisda-09d6f71b2f3ac388b1c1f690a67c15f0edce065d.tar.gz | |
cleanup
| -rw-r--r-- | pyisda/cdsone.pyx | 4 | ||||
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
2 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/cdsone.pyx b/pyisda/cdsone.pyx index af811d2..6d0712f 100644 --- a/pyisda/cdsone.pyx +++ b/pyisda/cdsone.pyx @@ -8,8 +8,8 @@ def upfront_charge(date, value_date, benchmark_start_date, stepin_date, YieldCurve yc, double spread, double recovery_rate, - TBoolean pay_accrued_at_start = True, - TBoolean pay_accrued_on_default = True): + TBoolean pay_accrued_at_start=True, + TBoolean pay_accrued_on_default=True): """ Computes the fair upfront payment for a cds based on the fair spread. diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index ab78ce7..952557f 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -49,7 +49,7 @@ cdef class CurveList: self.recovery_rates.push_back(sc.recovery_rates) else: self.curves.push_back(shared_ptr[TCurve]()) - #self.recovery_rates.push_back(double[:]) + self.recovery_rates.push_back(shared_ptr[double]()) self.weights.push_back(1.) i += 1 else: |