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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-08 14:48:03 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-08 14:48:03 -0400 |
| commit | 3e0ffc7f75c21edcfda57883396efc6486a5934d (patch) | |
| tree | 327c073e1c1fd21381ed3610a2248633de1dd780 | |
| parent | a1a6f286afffa881427e3d8b3b6071d5676b9c26 (diff) | |
| download | pyisda-3e0ffc7f75c21edcfda57883396efc6486a5934d.tar.gz | |
add base_date property
| -rw-r--r-- | pyisda/curve.pyx | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 699666a..6eaf854 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -31,6 +31,10 @@ cdef class Curve: 'basis': self._thisptr.fBasis, 'day_count_convention': dcc_tostring(self._thisptr.fDayCountConv), 'data': fArray_to_list(self._thisptr.fArray, self._thisptr.fNumItems)} + @property + def base_date(self): + return TDate_to_pydate(self._thisptr.fBaseDate) + cdef fArray_to_list(TRatePt* fArray, int fNumItems): cdef size_t i |