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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2023-02-22 11:32:17 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2023-02-22 11:32:17 -0500 |
| commit | c5f5bdd360628c307c3f451fa49ca72ccd1a2ffb (patch) | |
| tree | 9495c2d831c88865c0e86521efc77becfead2c1b | |
| parent | 1455071de31abfee520dc6353c11d80f63b0e2bd (diff) | |
| download | pyisda-c5f5bdd360628c307c3f451fa49ca72ccd1a2ffb.tar.gz | |
fix index name for spreadcurve
| -rw-r--r-- | pyisda/curve.pyx | 3 |
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) |
