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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-08 14:48:21 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-08-08 14:48:21 -0400 |
| commit | 6775225558707dd04fc3734dcfa830cb2ff1230a (patch) | |
| tree | b7d9df1f5518e299af4875fe9a8bf05759108bfb | |
| parent | 3e0ffc7f75c21edcfda57883396efc6486a5934d (diff) | |
| download | pyisda-6775225558707dd04fc3734dcfa830cb2ff1230a.tar.gz | |
cleanup
| -rw-r--r-- | pyisda/curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6eaf854..55fdada 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -141,7 +141,7 @@ cdef class YieldCurve(Curve): for i, d in enumerate(dates): yc._dates[i] = pydate_to_TDate(d) JpmcdsDiscountToRateYearFrac(dfs[i], <double>(yc._dates[i]-base_date_c)/365., - <double>1, &rates[i]); + <double>1, &rates[i]) yc._thisptr = JpmcdsMakeTCurve(base_date_c, yc._dates, rates, dfs.shape[0], <double>1, dcc(day_count_conv)) |