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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2020-11-13 15:57:19 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2020-11-13 16:14:24 -0500 |
| commit | 3be205c245acbeaf1dd8866b59a57638f78bd3a2 (patch) | |
| tree | ae1aacde647fe933b6c6c2910e499d28fa0829c6 | |
| parent | 20b378876a27e833160d6d039f46c0e0723a4a48 (diff) | |
| download | pyisda-3be205c245acbeaf1dd8866b59a57638f78bd3a2.tar.gz | |
use full ticker
| -rw-r--r-- | c_layer/survival_curve.hpp | 2 | ||||
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/c_layer/survival_curve.hpp b/c_layer/survival_curve.hpp index 7032687..ce71cc1 100644 --- a/c_layer/survival_curve.hpp +++ b/c_layer/survival_curve.hpp @@ -20,7 +20,7 @@ struct CurveName { strcpy((char*)buf, ticker.c_str()); }; - std::string full_ticker() { + std::string full_ticker() const { std::string r = ticker; return r.append("_").append(str_seniority()). append("_").append(str_doc_clause()); diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 32e6c56..9a70125 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -347,7 +347,7 @@ cdef class CreditIndex(CurveList): for p in self.names: sc = self._curves[p.second].get() - tickers.append(p.first.ticker) + tickers.append(p.first.full_ticker()) # TODO: pick the actual recovery on the curve # this only works for flat recovery curve recovery_rate = self.recovery_rates[p.second].get()[0] |