fixes

1 files changed, 17 insertions, 18 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index aa8a40b..6224b77 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -15,6 +15,17 @@ cdef extern from "numpy/arrayobject.h":
 
 cdef int SUCCESS = 0
 
+cdef inline TCurve* copy(const TCurve* curve):
+    cdef TCurve* newcurve = <TCurve*>malloc(sizeof(TCurve))
+    newcurve.fNumItems = curve.fNumItems
+    newcurve.fBaseDate = curve.fBaseDate
+    newcurve.fDayCountConv = curve.fDayCountConv
+    newcurve.fArray = <TRatePt*>malloc(sizeof(TRatePt) * curve.fNumItems)
+    newcurve.fBasis = curve.fBasis
+    memcpy(newcurve.fArray, <char*>curve.fArray,
+           sizeof(TRatePt) * curve.fNumItems)
+    return newcurve
+
 cpdef public enum BadDay:
     FOLLOW = <long>'F'
     PREVIOUS = <long>'P'
@@ -61,15 +72,7 @@ cdef class Curve(object):
 
     def __deepcopy__(self, memo):
         cdef Curve sc = type(self).__new__(type(self))
-        cdef TCurve* newcurve = <TCurve*>malloc(sizeof(TCurve))
-        newcurve.fNumItems = self._thisptr.fNumItems
-        newcurve.fBaseDate = self._thisptr.fBaseDate
-        newcurve.fDayCountConv = self._thisptr.fDayCountConv
-        newcurve.fArray = <TRatePt*>malloc(sizeof(TRatePt) * newcurve.fNumItems)
-        newcurve.fBasis = self._thisptr.fBasis
-        memcpy(newcurve.fArray, <char*>self._thisptr.fArray,
-               sizeof(TRatePt) * newcurve.fNumItems)
-        sc._thisptr = newcurve
+        sc._thisptr = copy(self._thisptr)
         return sc
 
     @property
@@ -393,13 +396,7 @@ cdef class SpreadCurve(Curve):
         cdef int num_items = self._thisptr.fNumItems
         if not inplace:
             sc = SpreadCurve.__new__(SpreadCurve)
-            newcurve = <TCurve*>malloc(sizeof(TCurve))
-            newcurve.fNumItems = num_items
-            newcurve.fBaseDate = self._thisptr.fBaseDate
-            newcurve.fDayCountConv = self._thisptr.fDayCountConv
-            newcurve.fArray = <TRatePt*>malloc(sizeof(TRatePt) * num_items)
-            newcurve.fBasis = self._thisptr.fBasis
-            sc._thisptr = newcurve
+            sc._thisptr = copy(self._thisptr)
 
         t1 = 0
         h1 = 0
@@ -419,7 +416,7 @@ cdef class SpreadCurve(Curve):
         t1 = 0
         cdef double c = 0
         cdef TRatePt* update
-        if not inplace:
+        if inplace:
             update = self._thisptr.fArray
         else:
             update = sc._thisptr.fArray
@@ -430,5 +427,7 @@ cdef class SpreadCurve(Curve):
             t1 = T[i]
         free(h)
         free(T)
-        if not inplace:
+        if inplace:
+            return self
+        else:
             return sc