summaryrefslogtreecommitdiffstats
diff options
context:
space:
mode:
authorGuillaume Horel <guillaume.horel@gmail.com>2017-06-16 15:05:53 -0400
committerGuillaume Horel <guillaume.horel@gmail.com>2017-06-16 15:05:53 -0400
commite772eb688ba58b890cd2563d466f3253f7e6b201 (patch)
tree5cfe94f2a438646a5489087866bc00669d5db88f
parentd0373658e1a95fe3e9d9ddb8e90e53c13f1833ae (diff)
downloadpyisda-e772eb688ba58b890cd2563d466f3253f7e6b201.tar.gz
better index name
-rw-r--r--pyisda/curve.pyx7
1 files changed, 5 insertions, 2 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index bc79413..646e31e 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -120,8 +120,11 @@ cdef class Curve(object):
for i in range(n):
h[i] = it[i].fRate
d[i] = it[i].fDate -134774
- return pd.Series(h, index=d.view('M8[D]'), name=self.ticker \
- if self.ticker else 'hazard_rates')
+ if isinstance(self, YieldCurve):
+ name = 'forward_rates'
+ elif isinstance(self, SpreadCurve):
+ name = self.ticker if self.ticker else 'hazard_rates'
+ return pd.Series(h, index=d.view('M8[D]'), name=name)
def __iter__(self):
cdef: