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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-08-22 11:05:14 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-08-22 11:05:14 -0400 |
| commit | 7e47e8a89ade557671756bfb04ac3eda0aa1d566 (patch) | |
| tree | 35bbc42acd2b2a33f4dd8c2e09c4f4eb78f0fa35 | |
| parent | 3609fd12612f1e7205010a7e21831495b53c22ae (diff) | |
| download | pyisda-7e47e8a89ade557671756bfb04ac3eda0aa1d566.tar.gz | |
restore base_date when setting curves
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 4cc3cbf..b229cdd 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -170,7 +170,9 @@ cdef class CurveList: self.tickers.clear() self._weights.clear() self.recovery_rates.clear() + cdef TDate temp = self.base_date CurveList.__init__(self, l) + self.base_date = temp # def __deepcopy__(self, memo): # cdef: |