relase gil

1 files changed, 5 insertions, 4 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index eb0c32e..6f52651 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -362,6 +362,7 @@ cdef class CreditIndex(CurveList):
             vector[double] h
             pair[TContingentLeg_ptr,TFeeLeg_ptr] legs
             int i = get_maturity_index(maturity_c, self._maturities)
+
         if i == -1:
             legs = get_legs(maturity_c, self.start_date)
         else:
@@ -373,10 +374,10 @@ cdef class CreditIndex(CurveList):
             if mask == 0:
                 raise ValueError("maturity is not correct")
             h = vector[double](self.T.size())
-
-        r = pv(self._curves, self.base_date, step_in_date_c, cash_settle_date_c,
-               yc._thisptr.get(), legs, recovery_rate, fixed_rate,
-               self._weights, epsilon, h, self.T, mask)
+        with nogil:
+            r = pv(self._curves, self.base_date, step_in_date_c, cash_settle_date_c,
+                   yc._thisptr.get(), legs, recovery_rate, fixed_rate,
+                   self._weights, epsilon, h, self.T, mask)
         if i == -1:
             free(legs.first)
             JpmcdsFeeLegFree(legs.second)