try to implement pickle for index

1 files changed, 7 insertions, 0 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 77f41cf..d13a8e9 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -200,6 +200,9 @@ cdef class CurveList:
         copy.tickers = self.tickers
         return copy
 
+    def __reduce__(self):
+        return (self.__class__, (self.curves, self.weights))
+
 cdef class CreditIndex(CurveList):
     def __init__(self, start_date, maturities, list curves, double[:] weights=None):
         CurveList.__init__(self, curves, weights)
@@ -270,6 +273,10 @@ cdef class CreditIndex(CurveList):
             copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i])
         return copy
 
+    def __reduce__(self):
+        return (self.__class__,
+                (TDate_to_pydate(self.start_date), self.maturities, self.curves, self.weights))
+
     #@cython.initializedcheck(False)
     def pv_vec(self, step_in_date, value_date, YieldCurve yc, double recovery_rate):
         cdef: