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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-06-20 15:17:05 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-06-20 15:18:14 -0400 |
| commit | 7e9158afb4ab9a896d894803778bf0c90cab1027 (patch) | |
| tree | e0a5084c50636a39a43919878e7e00fdf291e3bd | |
| parent | a4cedd890512000eebe789b5aba18455c3eacdc0 (diff) | |
| download | pyisda-7e9158afb4ab9a896d894803778bf0c90cab1027.tar.gz | |
also update self.T
| -rw-r--r-- | pyisda/credit_index.pyx | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index c20ab84..346c112 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -149,6 +149,11 @@ cdef class CurveList: @value_date.setter def value_date(self, d): self.base_date = pydate_to_TDate(d) + cdef: + TCurve* sc = self._curves[0].get() + size_t i + for i in range(self.T.size()): + self.T[i] = (sc.fArray[i].fDate - self.base_date) / 365. @property def curves(self): |