allocate recovery_rates

1 files changed, 6 insertions, 3 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 224ad1b..b7b94e1 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -762,7 +762,7 @@ cdef class SpreadCurve(Curve):
 
     @cython.boundscheck(False)
     def tweak_curve(self, double epsilon, bint multiplicative=True,
-                    unsigned long mask=0, bint inplace=False):
+                    unsigned long mask=-1, bint inplace=False):
         """
         Tweak the survival curve in place.
 
@@ -772,8 +772,8 @@ cdef class SpreadCurve(Curve):
            tweaking factor (either additive or multiplicative)
         multiplicative : bool, optional
            do we scale by 1+epsilon or add epsilon (default multiplicative).
-        mask : array of bool or None
-           If None (default), tweak everything, otherwise only tweak values
+        mask : bitmask
+           Default is tweak everything, otherwise only tweak values
            in the mask.
         """
         cdef:
@@ -781,12 +781,15 @@ cdef class SpreadCurve(Curve):
             TCurve* curve_tweaked
             SpreadCurve sc
             int num_items = curve_orig.fNumItems
+            double* recovery_rates
 
         if not inplace:
             sc = SpreadCurve.__new__(SpreadCurve)
             curve_tweaked = JpmcdsCopyCurve(curve_orig)
             sc._thisptr.reset(curve_tweaked, JpmcdsFreeTCurve)
             sc.name = make_shared[CurveName](deref(self.name))
+            recovery_rates = <double*>malloc(sizeof(double) * num_items)
+            sc.recovery_rates.reset(recovery_rates, double_free)
             memcpy(sc.recovery_rates.get(), self.recovery_rates.get(),
                    num_items * sizeof(double))
         else: