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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-06-25 16:34:28 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-06-25 16:34:43 -0400 |
| commit | 3811cfd135fcde317dc5d622ac54ee2ca45990f9 (patch) | |
| tree | d74297656e875590de122cfc95415c5259c87754 | |
| parent | 64c2d3f8b5cb4fd7dead9d07050b4df73fb7892f (diff) | |
| download | pyisda-3811cfd135fcde317dc5d622ac54ee2ca45990f9.tar.gz | |
add end_date property
| -rw-r--r-- | pyisda/legs.pyx | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index 5b15cc8..fa82629 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -43,9 +43,13 @@ cdef class ContingentLeg: self._thisptr.endDate, self._thisptr.notional, self._thisptr.protectStart)) + + @property + def end_date(self): + return TDate_to_pydate(self._thisptr.endDate) - def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc, - double recovery_rate): + def pv(self, today, step_in_date, value_date, YieldCurve yc not None, + SpreadCurve sc not None, double recovery_rate): """ Present Value of the ContingentLeg cashflows. |
