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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-05-17 14:17:45 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-05-17 14:17:45 -0400 |
| commit | 6ee15408f300f6ec933060ecbcfd023f92a1f54e (patch) | |
| tree | b1a1721142688fc08e4f281c2b3f3b99d9e3ec82 | |
| parent | 1f09c1b4a66146d19c8f6ad5f616900a34457adb (diff) | |
| download | pyisda-6ee15408f300f6ec933060ecbcfd023f92a1f54e.tar.gz | |
better column name
| -rw-r--r-- | pyisda/curve.pyx | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 23e9fad..3789ef0 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -106,7 +106,8 @@ cdef class Curve(object): for i in range(n): h[i] = it[i].fRate d[i] = it[i].fDate -134774 - return pd.Series(h, index=d.view('M8[D]'), name='hazard_rates') + return pd.Series(h, index=d.view('M8[D]'), name='hazard_rates' \ + if self.ticker else self.ticker) def __iter__(self): cdef: @@ -511,6 +512,7 @@ cdef class SpreadCurve(Curve): sc = SpreadCurve.__new__(SpreadCurve) curve_tweaked = JpmcdsCopyCurve(self._thisptr.get()) sc._thisptr = make_shared(curve_tweaked) + sc.ticker = self.ticker else: sc = self curve_tweaked = self._thisptr.get() |
