add convenience methods

1 files changed, 25 insertions, 0 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index d721666..dd9d66b 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -70,6 +70,31 @@ cdef class Curve(object):
                 'day_count_convention': dcc_tostring(self._thisptr.fDayCountConv),
                 'data': fArray_to_list(self._thisptr.fArray, self._thisptr.fNumItems)}
 
+    @cython.boundscheck(False)
+    def to_df(self):
+        cdef np.npy_intp n = self._thisptr.fNumItems
+        cdef np.ndarray[np.float64_t,ndim=1] h = np.PyArray_EMPTY(1, &n, np.NPY_DOUBLE, 0)
+        cdef np.ndarray[np.int64_t,ndim=1] d = np.PyArray_EMPTY(1, &n, np.NPY_INT64, 0)
+        cdef size_t i
+        for i in range(self._thisptr.fNumItems):
+            h[i] = self._thisptr.fArray[i].fRate
+            d[i] = self._thisptr.fArray[i].fDate
+            d[i] -= 134774
+        return {'hazard_rates': h, 'dates':d.view('M8[D]')}
+
+    def __iter__(self):
+        cdef:
+            size_t i
+            double h
+            int d
+        for i in range(self._thisptr.fNumItems):
+            h = self._thisptr.fArray[i].fRate
+            d = self._thisptr.fArray[i].fDate
+            yield TDate_to_pydate(d), h
+
+    def __len__(self):
+        return self._thisptr.fNumItems
+
     def __deepcopy__(self, memo):
         cdef Curve sc = type(self).__new__(type(self))
         sc._thisptr = JpmcdsCopyCurve(self._thisptr)