fix deepcopy

2 files changed, 8 insertions, 9 deletions

diff --git a/pyisda/credit_index.pxd b/pyisda/credit_index.pxd
index e355eb8..db446bc 100644
--- a/pyisda/credit_index.pxd
+++ b/pyisda/credit_index.pxd
@@ -23,4 +23,4 @@ cdef class CreditIndex(CurveList):
     cdef readonly string cal_file
 
 
-cdef copy(CurveList orig, CurveList copy)
+cdef CurveList_copy(CurveList orig, CurveList copy)
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 861a103..e126964 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -29,15 +29,10 @@ cimport cython
 ctypedef TFeeLeg* TFeeLeg_ptr
 ctypedef TContingentLeg* TContingentLeg_ptr
 
-cdef TContingentLeg* copyContingentLeg(TContingentLeg* leg) nogil:
-    cdef TContingentLeg* new_leg = <TContingentLeg*>malloc(sizeof(TContingentLeg))
-    memcpy(new_leg, leg, sizeof(TContingentLeg))
-    return new_leg
-
 cdef inline void char_free(char* ptr) nogil:
     free(ptr)
 
-cdef copy(CurveList orig, CurveList copy):
+cdef CurveList_copy(CurveList orig, CurveList copy):
     cdef:
         char* buf
         char* new_buf
@@ -50,6 +45,7 @@ cdef copy(CurveList orig, CurveList copy):
     copy._curves.resize(orig._curves.size())
     copy.defaulted = orig.defaulted
     copy.offset_recovery_rates = orig.offset_recovery_rates
+    copy.defaulted_weight = orig.defaulted_weight
     for p in orig.names:
         buf = orig._curves[p.second].get()
         offset = p.first.name - buf
@@ -236,7 +232,8 @@ cdef class CurveList:
 
     def __deepcopy__(self, memo):
         cdef CurveList copy = CurveList.__new__(CurveList)
-        copy(self, copy)
+        CurveList_copy(self, copy)
+        memo[id(self)] = copy
 
     def __reduce__(self):
         return (self.__class__, (self.curves, TDate_to_pydate(self.base_date)))
@@ -284,7 +281,7 @@ cdef class CreditIndex(CurveList):
             int n
             TContingentLeg* cl
             TFeeLeg* fl
-        copy(self, copy)
+        CurveList_copy(self, copy)
         copy._start_date = self._start_date
         copy._maturities = self._maturities
         n  = self._maturities.size()
@@ -319,6 +316,8 @@ cdef class CreditIndex(CurveList):
 
         for p in self.names:
             buf = self._curves[p.second].get()
+            #skip pointer
+            buf += sizeof(TRatePt*)
             offset = p.first.name - buf
             h ^= Hash64(buf, offset + p.first.size())