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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-06-16 15:05:53 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-06-16 15:05:53 -0400 |
| commit | e772eb688ba58b890cd2563d466f3253f7e6b201 (patch) | |
| tree | 5cfe94f2a438646a5489087866bc00669d5db88f | |
| parent | d0373658e1a95fe3e9d9ddb8e90e53c13f1833ae (diff) | |
| download | pyisda-e772eb688ba58b890cd2563d466f3253f7e6b201.tar.gz | |
better index name
| -rw-r--r-- | pyisda/curve.pyx | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index bc79413..646e31e 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -120,8 +120,11 @@ 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=self.ticker \ - if self.ticker else 'hazard_rates') + if isinstance(self, YieldCurve): + name = 'forward_rates' + elif isinstance(self, SpreadCurve): + name = self.ticker if self.ticker else 'hazard_rates' + return pd.Series(h, index=d.view('M8[D]'), name=name) def __iter__(self): cdef: |
