fix defaulted case

1 files changed, 5 insertions, 2 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 810353d..b435eeb 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -530,6 +530,8 @@ cdef class SpreadCurve(Curve):
             self.recovery_rates = shared_ptr[double](
                 <double*>malloc(sizeof(double)), double_free)
             self.recovery_rates.get()[0] = recovery_rates[0]
+            if ticker:
+                self.ticker = ticker
             return
 
         if isinstance(end_dates, list):
@@ -651,11 +653,12 @@ cdef class SpreadCurve(Curve):
 
     @property
     def defaulted(self):
-        return self.defaulted == -1
+        return self.defaulted != -1
 
     @property
     def default_date(self):
-        return TDate_to_pydate(self.defaulted)
+        if self.defaulted != -1:
+            return TDate_to_pydate(self.defaulted)
 
     @classmethod
     def from_bytes(cls, bytes state):