diff options
| author | Guillaume Horel <guillaume.horel@gmail.com> | 2019-03-06 11:02:27 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2019-03-06 11:02:27 -0500 |
| commit | ab0801a6e709a45f31f5eee2e978ba1d4d4ba27d (patch) | |
| tree | c3b9420cbb652988414dfa59f448cd8b48764490 | |
| parent | 110f23e4936178cc2595c0ea2c5fe957b13aeaa1 (diff) | |
| download | pyisda-ab0801a6e709a45f31f5eee2e978ba1d4d4ba27d.tar.gz | |
small tweak
| -rw-r--r-- | pyisda/credit_index.pyx | 4 | ||||
| -rw-r--r-- | pyisda/curve.pyx | 6 |
2 files changed, 5 insertions, 5 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index a7a05d0..39c4c9b 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -270,7 +270,7 @@ cdef class CreditIndex(CurveList): size_t size = TCurve_size(curve) size_t size_recovery = curve.fNumItems * sizeof(double) size_t buf_size = size + size_recovery + sizeof(TDate) + \ - sizeof(CurveName.Seniority) + sizeof(DocClause) + 14 + sizeof(CurveName.Seniority) + sizeof(DocClause) + 16 unsigned char* buf = <unsigned char*>malloc(buf_size) unsigned char* cursor uint64_t h = 0 @@ -283,7 +283,7 @@ cdef class CreditIndex(CurveList): cursor += size_recovery memcpy(cursor, &self.defaulted[p.second], sizeof(TDate)) cursor += sizeof(TDate) - p.first.serialize(cursor, 14) + p.first.serialize(cursor, 16) h ^= Hash64(<char*>buf, buf_size) free(buf) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index c08140a..299de8e 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -602,9 +602,9 @@ cdef class SpreadCurve(Curve): memcpy(<void*>self.recovery_rates.get(), &recovery_rates[0], curve.fNumItems * sizeof(double)) - self.name = make_shared[CurveName](ticker_cpp, - <CurveName.Seniority>seniority, - <CurveName.DocClause>doc_clause) + self.name = make_shared[CurveName](ticker_cpp, + <CurveName.Seniority>seniority, + <CurveName.DocClause>doc_clause) if curve is NULL: if freeup: |