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authorGuillaume Horel <guillaume.horel@gmail.com>2017-06-06 15:48:22 -0400
committerGuillaume Horel <guillaume.horel@gmail.com>2017-06-06 15:48:22 -0400
commit823a4de87446cd53d4e247570307d91f687374d8 (patch)
tree26b45c43bb37addb0157ea470312c8efad766f2f
parentca6bc4d9aa7df2c3fd4f102a5a999558b73a938e (diff)
downloadpyisda-823a4de87446cd53d4e247570307d91f687374d8.tar.gz
no need to be generic
-rw-r--r--pyisda/curve.pyx12
1 files changed, 6 insertions, 6 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 60858b8..99d880a 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -50,7 +50,7 @@ cdef class Curve(object):
@classmethod
def from_bytes(cls, bytes state):
cdef:
- Curve instance = cls.__new__(cls)
+ Curve instance = Curve.__new__(Curve)
unsigned char* cursor = state
TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
unserialize(cursor, curve)
@@ -119,7 +119,7 @@ cdef class Curve(object):
return self._thisptr.get().fNumItems
def __deepcopy__(self, memo):
- cdef Curve sc = type(self).__new__(type(self))
+ cdef Curve sc = Curve.__new__(Curve)
sc._thisptr = make_shared(JpmcdsCopyCurve(self._thisptr.get()))
return sc
@@ -303,7 +303,7 @@ cdef class YieldCurve(Curve):
@classmethod
def from_bytes(cls, bytes state):
cdef:
- YieldCurve instance = cls.__new__(cls)
+ YieldCurve instance = YieldCurve.__new__(YieldCurve)
unsigned char* cursor = state
TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
size_t num_instr
@@ -336,7 +336,7 @@ cdef class YieldCurve(Curve):
def from_discount_factors(cls, base_date, list dates, double[:] dfs, str day_count_conv):
""" build a yield curve from a list of discount factors """
cdef TDate base_date_c = pydate_to_TDate(base_date)
- cdef YieldCurve yc = cls.__new__(cls)
+ cdef YieldCurve yc = YieldCurve.__new__(YieldCurve)
yc.dates = vector[TDate](len(dates))
cdef size_t i
cdef double* rates = <double*>malloc(sizeof(double) * yc.dates.size())
@@ -521,7 +521,7 @@ cdef class SpreadCurve(Curve):
@classmethod
def from_bytes(cls, bytes state):
cdef:
- SpreadCurve instance = cls.__new__(cls)
+ SpreadCurve instance = SpreadCurve.__new__(SpreadCurve)
unsigned char* cursor = state
TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
size_t ticker_length
@@ -568,7 +568,7 @@ cdef class SpreadCurve(Curve):
"""
cdef TDate base_date_c = pydate_to_TDate(base_date)
- cdef SpreadCurve sc = cls.__new__(cls)
+ cdef SpreadCurve sc = SpreadCurve.__new__(SpreadCurve)
cdef TDate max_date = 200000 # can go higher but this should be more than enough
sc._thisptr = make_shared(JpmcdsMakeTCurve(base_date_c, &max_date, &rate, 1,