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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-08-24 16:39:20 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-08-24 16:39:20 -0400 |
| commit | 8f39d027887c645d4df5abe391d268ed1ec1a53d (patch) | |
| tree | e4fe3659990378049f081c86306d243edb73c8de | |
| parent | d4ed0aab5671f83e9338f62f0ef03d940fdb6492 (diff) | |
| download | pyisda-8f39d027887c645d4df5abe391d268ed1ec1a53d.tar.gz | |
prevent against crash
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 45bcc54..ef04fec 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -297,7 +297,7 @@ cdef class CreditIndex(CurveList): return h #@cython.initializedcheck(False) - def pv_vec(self, step_in_date, cash_settle_date, YieldCurve yc): + def pv_vec(self, step_in_date, cash_settle_date, YieldCurve yc not None): cdef: TDate step_in_date_c = pydate_to_TDate(step_in_date) TDate cash_settle_date_c = pydate_to_TDate(cash_settle_date) |