allow to set weights

1 files changed, 10 insertions, 0 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index da9a177..a3c6fe9 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -133,6 +133,16 @@ cdef class CurveList:
         Py_INCREF(self)
         return out
 
+    @weights.setter
+    def weights(self, double[::1] val):
+        if val.shape[0] != self._weights.size():
+            raise ValueError("size mismatch")
+
+        cdef size_t i
+        for i in range(self.weights.size()):
+            self.weights[i] = val[i]
+
+
     @property
     def tickers(self):
         cdef np.npy_intp shape = self.names.size()