add inspect function for FeeLeg

2 files changed, 17 insertions, 1 deletions

diff --git a/legs.pxd b/legs.pxd
index 0b1ded3..c9df02b 100644
--- a/legs.pxd
+++ b/legs.pxd
@@ -9,7 +9,10 @@ cdef extern from "isda/cx.h":
         pass
 
     ctypedef struct TFeeLeg:
-        pass
+        int nbDates
+        TDate* accStartDates
+        TDate* accEndDates
+        TDate* payDates
 
 cdef extern from "isda/bastypes.h":
     ctypedef struct TCashFlow:
diff --git a/legs.pyx b/legs.pyx
index f45dce1..0a07a9b 100644
--- a/legs.pyx
+++ b/legs.pyx
@@ -58,6 +58,19 @@ cdef class FeeLeg:
         if self._thisptr is NULL:
             raise ValueError
 
+    def inspect(self):
+        cdef list acc_start_dates = []
+        cdef list acc_end_dates = []
+        cdef list pay_dates = []
+        cdef size_t i
+        for i in range(self._thisptr.nbDates):
+            acc_start_dates.append(TDate_to_pydate(self._thisptr.accStartDates[i]))
+            acc_end_dates.append(TDate_to_pydate(self._thisptr.accEndDates[i]))
+            pay_dates.append(TDate_to_pydate(self._thisptr.payDates[i]))
+        return {'acc_start_dates': acc_start_dates,
+                'acc_end_dates': acc_end_dates,
+                'pay_dates': pay_dates}
+
     @property
     def cashflows(self):
         cdef TCashFlowList* cfl = JpmcdsFeeLegFlows(self._thisptr)