do not flag AA as defaulted

1 files changed, 5 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index d761867..f91a90c 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -537,6 +537,10 @@ cdef class SpreadCurve(Curve):
             self.defaulted = -1
         else:
             self.defaulted = pydate_to_TDate(defaulted)
+            # bloomberg reuses company_id for companies that defaulted in the past
+            # like American Airlines for instance
+            if today_c - self.defaulted > 60:
+                self.defaulted = -1
 
         if isinstance(end_dates, list):
             n_dates = len(end_dates)
@@ -568,7 +572,7 @@ cdef class SpreadCurve(Curve):
         if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0:
             raise ValueError("can't convert stub")
         with nogil:
-            if defaulted is None:
+            if self.defaulted == -1:
                 curve = JpmcdsCleanSpreadCurve(today_c,
                                                yc._thisptr.get(),
                                                start_date_c,