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authorGuillaume Horel <guillaume.horel@gmail.com>2023-02-22 11:32:17 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2023-02-22 11:32:17 -0500
commitc5f5bdd360628c307c3f451fa49ca72ccd1a2ffb (patch)
tree9495c2d831c88865c0e86521efc77becfead2c1b
parent1455071de31abfee520dc6353c11d80f63b0e2bd (diff)
downloadpyisda-c5f5bdd360628c307c3f451fa49ca72ccd1a2ffb.tar.gz
fix index name for spreadcurve
-rw-r--r--pyisda/curve.pyx3
1 files changed, 2 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index b2b9747..9b42ba2 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -190,6 +190,7 @@ cdef class Curve(object):
t1 = 0
h1 = 0
cdef int base_date = curve.fBaseDate
+ cdef str name
if forward:
for i in range(n):
h2 = curve.fArray[i].fRate
@@ -205,7 +206,7 @@ cdef class Curve(object):
if isinstance(self, YieldCurve):
name = 'forward_rates'
elif isinstance(self, SpreadCurve):
- name = self.name()[2]
+ name = &(<SpreadCurve>self).name()[2]
if name == "":
name = "hazard_rates"
return pd.Series(h, index=d.view('M8[D]'), name=name)