more fixups

1 files changed, 9 insertions, 8 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 774c8e9..06b0308 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -73,10 +73,11 @@ cdef class CurveList:
         This is returning the curves by reference so don't delete them."""
         cdef list r = []
         cdef SpreadCurve sc
-        for i in range(self._len_curves):
+        for i in range(self._curves.size()):
             sc = SpreadCurve.__new__(SpreadCurve)
             sc._thisptr = self._curves[i]
             r.append(sc)
+        return r
 
     @curves.setter
     def curves(self, list l):
@@ -102,7 +103,7 @@ cdef class CreditIndex(CurveList):
         if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0:
             raise ValueError("can't convert stub")
         cdef size_t i
-        for i in range(self._len_maturities):
+        for i in range(self._maturities.size()):
             self._contingent_legs[i] = JpmcdsCdsContingentLegMake(start_date_c,
                                                                   self._maturities[i],
                                                                   1.,
@@ -122,10 +123,10 @@ cdef class CreditIndex(CurveList):
 
     def __dealloc__(self):
         if self._contingent_legs is not NULL:
-            for i in range(self._len_maturities):
+            for i in range(self._maturities.size()):
                 free(self._contingent_legs[i])
         if self._fee_legs is not NULL:
-            for i in range(self._len_maturities):
+            for i in range(self._maturities.size()):
                 JpmcdsFeeLegFree(self._fee_legs[i])
 
     #@cython.initializedcheck(False)
@@ -143,7 +144,7 @@ cdef class CreditIndex(CurveList):
         cdef TCurve* sc
         for i in range(self._curves.size()):
             sc = self._curves[i].get().data()
-            for j in range(self._len_maturities):
+            for j in range(self._maturities.size()):
                 JpmcdsContingentLegPV(self._contingent_legs[j],
                                       sc.fBaseDate,
                                       value_date_c,
@@ -193,7 +194,7 @@ cdef class CreditIndex(CurveList):
             mask = fill_mask(maturity_c, self._maturities, self._curves[0])
             if mask == NULL:
                 raise ValueError("maturity is not correct")
-            h = <double*>malloc(sizeof(double) * self._len_T)
+            h = <double*>malloc(sizeof(double) * self._T.size())
             tweaked_curve = JpmcdsCopyCurve(self._curves[0].get().data())
 
         cdef:
@@ -225,7 +226,7 @@ cdef class CreditIndex(CurveList):
             JpmcdsFreeTCurve(tweaked_curve)
             free(h)
             free(mask)
-        return r / <double>self._len_curves
+        return r / <double>self._curves.size()
 
     @property
     def maturities(self):
@@ -237,7 +238,7 @@ cdef class CreditIndex(CurveList):
     def tweak_portfolio(self, double epsilon, maturity, bint inplace=True):
         cdef TDate maturity_c = pydate_to_TDate(maturity)
         cdef bint* mask = fill_mask(maturity_c, self._maturities, self._curves[0])
-        cdef double* h = <double*>malloc(sizeof(double) * self._len_T)
+        cdef double* h = <double*>malloc(sizeof(double) * self._T.size())
         cdef size_t i
         cdef TCurve* sc
         for i in range(self._curves.size()):