Fix previous_twentieth

1 files changed, 15 insertions, 6 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index c966d03..7fbc151 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -2,7 +2,7 @@ from libc.math cimport log1p, log
 from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc, TMonthDayYear,
                    JpmcdsDateIntervalToFreq, JpmcdsDateFwdThenAdjust, TDate_to_pydate,
                    JpmcdsDateFromBusDaysOffset, JpmcdsStringToDayCountConv, ACT_360,
-                   JpmcdsDateToMDY, JpmcdsMDYToDate)
+                   JpmcdsDateToMDY, JpmcdsMDYToDate, JpmcdsFormatDate)
 from date import dcc_tostring
 from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
 from legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,
@@ -42,19 +42,26 @@ cdef inline void double_free(double* ptr) nogil:
 
 cdef TDate previous_twentieth(TDate d) nogil:
     cdef TMonthDayYear mdy
-    JpmcdsDateToMDY(d, &mdy)
+    if JpmcdsDateToMDY(d, &mdy) != SUCCESS:
+        return -1
     if mdy.day < 20:
-        mdy.month = 12 if mdy.month == 1 else mdy.month - 1
+        if mdy.month == 1:
+            mdy.month = 12
+            mdy.year -= 1
+        else:
+            mdy.month -= 1
     mdy.day = 20
     cdef int mod = mdy.month % 3
     if mod != 0:
         mdy.month -= mod
-        if mdy.month < 0:
+        if mdy.month <= 0:
             mdy.month += 12
             mdy.year -= 1
     cdef TDate r
-    JpmcdsMDYToDate(&mdy, &r)
-    return r
+    if JpmcdsMDYToDate(&mdy, &r) != SUCCESS:
+        return -1
+    else:
+        return r
 
 cdef class Curve(object):
 
@@ -489,6 +496,8 @@ cdef class SpreadCurve(Curve):
 
         if start_date is None:
             start_date_c = previous_twentieth(today_c)
+            if start_date_c == -1:
+                raise ValueError("incorrect today's date: " + today)
         else:
             start_date_c = pydate_to_TDate(start_date)
         if step_in_date is None: