better typing

1 files changed, 21 insertions, 13 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 46dac79..1afb9f9 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -38,11 +38,17 @@ cdef class Curve(object):
                 self._thisptr.fDayCountConv)
 
     def __setstate__(self, state):
+        cdef:
+            int num_items
+            char* rates
+            TDate base_date
+            double basis
+            long dcc
         num_items, rates, base_date, basis, dcc = state
         self._thisptr = <TCurve*>malloc(sizeof(TCurve))
         self._thisptr.fNumItems = num_items
         self._thisptr.fArray = <TRatePt*>malloc(sizeof(TRatePt) * num_items)
-        memcpy(self._thisptr.fArray, <char*> rates, sizeof(TRatePt) * num_items)
+        memcpy(self._thisptr.fArray, rates, sizeof(TRatePt) * num_items)
         self._thisptr.fBaseDate = base_date
         self._thisptr.fBasis = basis
         self._thisptr.fDayCountConv = dcc
@@ -61,13 +67,13 @@ 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))
         sc._thisptr = JpmcdsCopyCurve(self._thisptr)
         return sc
 
     @property
+    @cython.cdivision(True)
     def forward_hazard_rates(self):
         cdef double t1, h1, t2, h2
         cdef np.npy_intp shape = self._thisptr.fNumItems
@@ -170,8 +176,9 @@ cdef class YieldCurve(Curve):
            char* routine = 'zerocurve'
            TDate value_date = pydate_to_TDate(date)
 
-        self._dates = <TDate*>malloc(len(periods) * sizeof(TDate))
         self._ninstr = len(periods)
+        self._dates = <TDate*>malloc(self._ninstr * sizeof(TDate))
+
 
         cdef TDate settle_date
         if JpmcdsDateFromBusDaysOffset(value_date, 2, "None", &settle_date)!= SUCCESS:
@@ -186,16 +193,16 @@ cdef class YieldCurve(Curve):
             if types[i] == 'M':
                 period_adjust = MODIFIED
             else:
-                priod_adjust = NONE
+                period_adjust = NONE
             if JpmcdsDateFwdThenAdjust(settle_date, &tmp, period_adjust,
                                        "None", &self._dates[i]) != SUCCESS:
                 raise ValueError('Invalid interval')
 
-        fixed_bytes = fixed_swap_period.encode('utf-8')
-        float_bytes = float_swap_period.encode('utf-8')
-        types_bytes = types.encode('utf-8')
+        cdef bytes fixed_bytes = fixed_swap_period.encode('utf-8')
+        cdef bytes float_bytes = float_swap_period.encode('utf-8')
+        cdef bytes types_bytes = types.encode('utf-8')
 
-        if JpmcdsStringToDateInterval(fixed_bytes, routine, &ivl) != SUCCESS:
+        if JpmcdsStringToDateInterval(<char*>fixed_bytes, routine, &ivl) != SUCCESS:
             raise ValueError
         if JpmcdsDateIntervalToFreq(&ivl, &fixed_freq) != SUCCESS:
             raise ValueError
@@ -206,7 +213,7 @@ cdef class YieldCurve(Curve):
 
         self._thisptr = JpmcdsBuildIRZeroCurve(
             value_date, types_bytes, self._dates,
-            &rates[0], len(periods), dcc(mm_dcc), <long> fixed_freq,
+            &rates[0], self._ninstr, dcc(mm_dcc), <long> fixed_freq,
             <long> float_freq, dcc(fixed_swap_dcc), dcc(float_swap_dcc),
             bad_day_conv, b"None"
         )
@@ -233,10 +240,10 @@ cdef class YieldCurve(Curve):
         """ build a yield curve from a list of discount factors """
         cdef TDate base_date_c = pydate_to_TDate(base_date)
         cdef YieldCurve yc = cls.__new__(cls)
-        yc._dates = <TDate*>malloc(sizeof(TDate) * len(dates))
-        cdef size_t i
-        cdef double* rates = <double*>malloc(sizeof(double) * len(dfs))
         yc._ninstr = len(dates)
+        yc._dates = <TDate*>malloc(sizeof(TDate) * yc._ninstr)
+        cdef size_t i
+        cdef double* rates = <double*>malloc(sizeof(double) * yc._ninstr)
         for i, d in enumerate(dates):
             yc._dates[i] = pydate_to_TDate(d)
             JpmcdsDiscountToRateYearFrac(dfs[i], <double>(yc._dates[i]-base_date_c)/365.,
@@ -375,8 +382,9 @@ cdef class SpreadCurve(Curve):
                                        <double>basis, dcc(day_count_conv))
         return sc
 
+    @cython.cdivision(True)
     def tweak_curve(self, double epsilon, bint multiplicative=True,
-                    bint[:] mask=None, inplace=True):
+                    bint[:] mask=None, bint inplace=False):
         """
         Tweak the survival curve in place.