add zero_rate

1 files changed, 5 insertions, 0 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index e3a6a04..7fff52b 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -239,6 +239,11 @@ cdef class Curve(object):
             return JpmcdsForwardZeroPrice(curve, pydate_to_TDate(d1),
                                           pydate_to_TDate(d2))
 
+    def zero_rate(self, d):
+        cdef:
+            const TCurve* curve = get_TCurve(self)
+        return JpmcdsZeroRate(curve, pydate_to_TDate(d))
+
 cdef fArray_to_list(TRatePt* fArray, int fNumItems):
     cdef size_t i
     cdef list l = []