implement deepcopy for derived classes

1 files changed, 16 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 646e31e..c3f91e5 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -136,9 +136,10 @@ cdef class Curve(object):
     def __len__(self):
         return self._thisptr.get().fNumItems
 
-    def __deepcopy__(self, memo):
+    def __deepcopy__(self, dict memo):
         cdef Curve sc = Curve.__new__(Curve)
         sc._thisptr = make_shared(JpmcdsCopyCurve(self._thisptr.get()))
+        memo[id(self)] = sc
         return sc
 
     @property
@@ -318,6 +319,13 @@ cdef class YieldCurve(Curve):
         self.dates = vector[TDate](num_instr)
         memcpy(self.dates.data(), cursor, num_instr * sizeof(TDate))
 
+    def __deepcopy__(self, dict memo):
+        cdef YieldCurve yc = YieldCurve.__new__(YieldCurve)
+        yc._thisptr = make_shared(JpmcdsCopyCurve(self._thisptr.get()))
+        yc.dates = vector[TDate](self.dates)
+        memo[id(self)] = yc
+        return yc
+
     @classmethod
     def from_bytes(cls, object state):
         cdef:
@@ -548,6 +556,13 @@ cdef class SpreadCurve(Curve):
         cursor += sizeof(size_t)
         self.ticker = string(<char*>cursor, ticker_length)
 
+    def __deepcopy__(self, dict memo):
+        cdef SpreadCurve sc = SpreadCurve.__new__(SpreadCurve)
+        sc._thisptr = make_shared(JpmcdsCopyCurve(self._thisptr.get()))
+        sc.ticker = self.ticker
+        memo[id(self)] = sc
+        return sc
+
     @classmethod
     def from_bytes(cls, bytes state):
         cdef: