can copy a curve now

1 files changed, 15 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 0864019..a62e103 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -58,6 +58,20 @@ cdef class Curve(object):
                 'day_count_convention': dcc_tostring(self._thisptr.fDayCountConv),
                 'data': fArray_to_list(self._thisptr.fArray, self._thisptr.fNumItems)}
 
+
+    def __deepcopy__(self, memo):
+        cdef Curve sc = type(self).__new__(type(self))
+        cdef TCurve* newcurve = <TCurve*>malloc(sizeof(TCurve))
+        newcurve.fNumItems = self._thisptr.fNumItems
+        newcurve.fBaseDate = self._thisptr.fBaseDate
+        newcurve.fDayCountConv = self._thisptr.fDayCountConv
+        newcurve.fArray = <TRatePt*>malloc(sizeof(TRatePt) * newcurve.fNumItems)
+        newcurve.fBasis = self._thisptr.fBasis
+        memcpy(newcurve.fArray, <char*>self._thisptr.fArray,
+               sizeof(TRatePt) * newcurve.fNumItems)
+        sc._thisptr = newcurve
+        return sc
+
     @property
     def forward_hazard_rates(self):
         cdef double t1, h1, t2, h2
@@ -343,7 +357,7 @@ cdef class SpreadCurve(Curve):
             Flat hazard rate.
         basis : int, optional
             Default to :data:`CONTINUOUS`
-        day_count_cont : str, optional
+        day_count_conv : str, optional
             Default to 'Actual/365F'
 
         """