pep8

3 files changed, 34 insertions, 36 deletions

diff --git a/pyisda/cdsone.pyx b/pyisda/cdsone.pyx
index 6d0712f..e2f78a0 100644
--- a/pyisda/cdsone.pyx
+++ b/pyisda/cdsone.pyx
@@ -3,6 +3,7 @@ from date cimport JpmcdsMakeDateInterval, pydate_to_TDate, dcc
 
 cdef int SUCCESS = 0
 
+
 def upfront_charge(date, value_date, benchmark_start_date, stepin_date,
                    start_date, end_date, double coupon_rate,
                    YieldCurve yc,
@@ -41,16 +42,15 @@ def upfront_charge(date, value_date, benchmark_start_date, stepin_date,
         in case of default do we pay current accrued on default or at maturity.
     """
     cdef:
-       TDate today = pydate_to_TDate(date)
-       TDate value_date_c = pydate_to_TDate(value_date)
-       TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
-       TDate stepin_date_c = pydate_to_TDate(stepin_date)
-       TDate start_date_c = pydate_to_TDate(start_date)
-       TDate end_date_c = pydate_to_TDate(end_date)
-       double result
-       TStubMethod stub
-       TDateInterval ivl
-       char* routine = "upfront_charge"
+        TDate today = pydate_to_TDate(date)
+        TDate value_date_c = pydate_to_TDate(value_date)
+        TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
+        TDate stepin_date_c = pydate_to_TDate(stepin_date)
+        TDate start_date_c = pydate_to_TDate(start_date)
+        TDate end_date_c = pydate_to_TDate(end_date)
+        double result
+        TStubMethod stub
+        TDateInterval ivl
 
     if JpmcdsStringToStubMethod(b"f/s", &stub) != SUCCESS:
         raise ValueError("can't convert stub")
@@ -71,8 +71,8 @@ def spread_from_upfront(date, value_date, benchmark_start_date, stepin_date,
                         YieldCurve yc,
                         double upfront,
                         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 equivalent fair spread for a cds with upfront+running.
 
     Parameters
@@ -104,16 +104,15 @@ def spread_from_upfront(date, value_date, benchmark_start_date, stepin_date,
 
     """
     cdef:
-       TDate today = pydate_to_TDate(date)
-       TDate value_date_c = pydate_to_TDate(value_date)
-       TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
-       TDate stepin_date_c = pydate_to_TDate(stepin_date)
-       TDate start_date_c = pydate_to_TDate(start_date)
-       TDate end_date_c = pydate_to_TDate(end_date)
-       double result
-       TStubMethod stub
-       TDateInterval ivl
-       char* routine = "upfront_charge"
+        TDate today = pydate_to_TDate(date)
+        TDate value_date_c = pydate_to_TDate(value_date)
+        TDate benchmark_start_date_c = pydate_to_TDate(benchmark_start_date)
+        TDate stepin_date_c = pydate_to_TDate(stepin_date)
+        TDate start_date_c = pydate_to_TDate(start_date)
+        TDate end_date_c = pydate_to_TDate(end_date)
+        double result
+        TStubMethod stub
+        TDateInterval ivl
 
     if JpmcdsStringToStubMethod(b"f/s", &stub) != SUCCESS:
         raise ValueError("can't convert stub")
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index d642acf..89d8802 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -113,7 +113,6 @@ cdef class CurveList:
             return sc
 
     def items(self):
-        ## would need to use a shared pointer to avoid a copy
         cdef:
             SpreadCurve sc
             pair[string, size_t] p
@@ -349,6 +348,7 @@ cdef class CreditIndex(CurveList):
                                        columns=d.view('M8[D]'),
                                        index=tickers)],
                          keys=['duration', 'protection_pv'])
+
     def accrued(self):
         cdef double accrued
         FeeLegAI(self.fee_legs[0], self.base_date, &accrued)
@@ -393,11 +393,11 @@ cdef class CreditIndex(CurveList):
         if theta_date is None, this is 1 year theta, otherwise theta to that date"""
         cdef:
             TDate step_in_date_c = pydate_to_TDate(step_in_date)
-            TDate cash_settle_date_c =  pydate_to_TDate(cash_settle_date)
+            TDate cash_settle_date_c = pydate_to_TDate(cash_settle_date)
             TDate maturity_c = pydate_to_TDate(maturity)
             TDate theta_date_c, temp
             vector[double] h
-            pair[TContingentLeg_ptr,TFeeLeg_ptr] legs
+            pair[TContingentLeg_ptr, TFeeLeg_ptr] legs
             TDateInterval ivl
             int i
             double carry
@@ -466,8 +466,8 @@ cdef class CreditIndex(CurveList):
                                      &stub_type,
                                      1.,
                                      1.0,
-                                     3, #ACT_360
-                                     <long>'M', # MODIFIED
+                                     3,  # ACT_360
+                                     <long>'M',  # MODIFIED
                                      b'NONE',
                                      True)
         else:
@@ -541,7 +541,6 @@ cdef unsigned long fill_mask(const TDate maturity, const vector[TDate]& maturiti
         TRatePt* it = sc.get().fArray
         unsigned long mask = 0
 
-
     for i in range(maturities.size()):
         if maturities[i] == maturity:
             break
@@ -569,10 +568,10 @@ cdef inline int get_maturity_index(TDate maturity, const vector[TDate]& maturiti
         return -1
     return i
 
-cdef pair[TContingentLeg_ptr,TFeeLeg_ptr] get_legs(TDate maturity,
-                                                   TDate start_date) nogil:
+cdef pair[TContingentLeg_ptr, TFeeLeg_ptr] get_legs(TDate maturity,
+                                                    TDate start_date) nogil:
     cdef:
-        pair[TContingentLeg_ptr,TFeeLeg_ptr] r
+        pair[TContingentLeg_ptr, TFeeLeg_ptr] r
         TStubMethod stub_type
     JpmcdsStringToStubMethod(b"f/s", &stub_type)
     r.first = JpmcdsCdsContingentLegMake(start_date,
@@ -586,8 +585,8 @@ cdef pair[TContingentLeg_ptr,TFeeLeg_ptr] get_legs(TDate maturity,
                                    &stub_type,
                                    1.,
                                    1.0,
-                                   3, #ACT_360
-                                   <long>'M', # MODIFIED
+                                   3,  # ACT_360
+                                   <long>'M',  # MODIFIED
                                    b'NONE',
                                    True)
     return r
@@ -597,7 +596,7 @@ cdef double pv(vector[shared_ptr[TCurve]]& curves,
                TDate step_in_date,
                TDate cash_settle_date,
                TCurve* yc,
-               pair[TContingentLeg_ptr,TFeeLeg_ptr]& legs,
+               pair[TContingentLeg_ptr, TFeeLeg_ptr]& legs,
                double recovery_rate,
                double fixed_rate,
                vector[double]& weights,
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 7e5ee58..8dc79a5 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -110,13 +110,13 @@ cdef class Curve(object):
                 h2 = it[i].fRate
                 t2 = (it[i].fDate - base_date)/365.
                 h[i] = (h2 * t2 - h1 * t1) / (t2 - t1)
-                d[i] = it[i].fDate -134774
+                d[i] = it[i].fDate - 134774
                 h1 = h2
                 t1 = t2
         else:
              for i in range(n):
                 h[i] = it[i].fRate
-                d[i] = it[i].fDate -134774
+                d[i] = it[i].fDate - 134774
         if isinstance(self, YieldCurve):
             name = 'forward_rates'
         elif isinstance(self, SpreadCurve):