try to be more compliant

1 files changed, 7 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 7a7ce05..6ceee57 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -1,4 +1,5 @@
 from libc.stdlib cimport malloc, free
+
 from curve cimport (JpmcdsBuildIRZeroCurve, JpmcdsZeroPrice, JpmcdsMakeTCurve,
                     Basis, CONTINUOUS, JpmcdsCleanSpreadCurve)
 from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc,
@@ -89,11 +90,16 @@ cdef class YieldCurve(Curve):
             raise ValueError
 
         cdef TDateInterval tmp
+        cdef long period_adjust
         for i, p in enumerate(periods):
             period_bytes = p.encode('utf-8')
             if JpmcdsStringToDateInterval(period_bytes, routine, &tmp) != SUCCESS:
                 raise ValueError
-            if JpmcdsDateFwdThenAdjust(settle_date, &tmp, MODIFIED,
+            if types[i] == 'M':
+                period_adjust = MODIFIED
+            else:
+                priod_adjust = NONE
+            if JpmcdsDateFwdThenAdjust(settle_date, &tmp, period_adjust,
                                        "None", &self._dates[i]) != SUCCESS:
                 raise ValueError('Invalid interval')