allow to set default_date

1 files changed, 10 insertions, 0 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index fe5ba62..1cf7f23 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -736,6 +736,16 @@ cdef class SpreadCurve(Curve):
         if self.defaulted != -1:
             return TDate_to_pydate(self.defaulted)
 
+    @default_date.setter
+    def default_date(self, d):
+        self.defaulted = pydate_to_TDate(d)
+        cdef:
+            TCurve* curve = <TCurve*>get_TCurve(self)
+            n_dates = curve.fNumItems
+            int i
+        for i in range(n_dates):
+            curve.fArray[i].fRate = JPMCDS_MAX_RATE
+
     @classmethod
     def from_bytes(cls, object state, const bint compressed=False):
         cdef: