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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-11-13 13:13:11 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-11-13 13:13:11 -0500 |
| commit | d6a54b68f439f4673b4f4c1bf41ae0a921a59383 (patch) | |
| tree | 0f1996114820d95397752a7454891bf175a568e3 | |
| parent | f339ef35eb45e0f7874c578442baabc42950a868 (diff) | |
| download | pyisda-d6a54b68f439f4673b4f4c1bf41ae0a921a59383.tar.gz | |
check None early
| -rw-r--r-- | pyisda/legs.pyx | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index fa82629..9f51d77 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -43,7 +43,7 @@ cdef class ContingentLeg: self._thisptr.endDate, self._thisptr.notional, self._thisptr.protectStart)) - + @property def end_date(self): return TDate_to_pydate(self._thisptr.endDate) @@ -162,8 +162,8 @@ cdef class FeeLeg: result.append((TDate_to_pydate(cf.fDate), cf.fAmount)) return result - def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc, - bint pay_accrued_at_start): + def pv(self, today, step_in_date, value_date, YieldCurve yc not None, + SpreadCurve sc not None, bint pay_accrued_at_start): """ Present Value of FeeLeg cashflows. |
