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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-04 18:09:12 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-11-04 18:09:12 -0400 |
| commit | d49d5c4a7c1ab00950c19f5980624c9896026d83 (patch) | |
| tree | 140ce50ce73fe4eeba9bbc49ce5578ed079590f9 | |
| parent | a65eaf7a6d72508bc5368a6adbfe415ca3967f13 (diff) | |
| download | pyisda-d49d5c4a7c1ab00950c19f5980624c9896026d83.tar.gz | |
fix pickling
| -rw-r--r-- | pyisda/legs.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index a2d9d0d..5665e43 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -109,7 +109,7 @@ cdef class FeeLeg: def __reduce__(self): return (self.__class__, (TDate_to_pydate(self._thisptr.accStartDates[0]), - TDate_to_pydate(self._thisptr.accEndDates[self._thisptr.nbDates-1]), + TDate_to_pydate(self._thisptr.payDates[self._thisptr.nbDates-1]), <int>self._thisptr.accrualPayConv, self._thisptr.notional, self._thisptr.couponRate, |