summaryrefslogtreecommitdiffstats
diff options
context:
space:
mode:
authorGuillaume Horel <guillaume.horel@gmail.com>2017-05-17 14:17:45 -0400
committerGuillaume Horel <guillaume.horel@gmail.com>2017-05-17 14:17:45 -0400
commit6ee15408f300f6ec933060ecbcfd023f92a1f54e (patch)
treeb1a1721142688fc08e4f281c2b3f3b99d9e3ec82
parent1f09c1b4a66146d19c8f6ad5f616900a34457adb (diff)
downloadpyisda-6ee15408f300f6ec933060ecbcfd023f92a1f54e.tar.gz
better column name
-rw-r--r--pyisda/curve.pyx4
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()