diff options
| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-09-20 16:41:16 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-09-20 16:41:16 -0400 |
| commit | 873e029f1d353566e622a4ebe69c4937307640ca (patch) | |
| tree | db3c4a83b661d748f65982ccb5c6993657b505eb | |
| parent | 06df77a205557438d6329115be84ef6dfba78587 (diff) | |
| download | pyisda-873e029f1d353566e622a4ebe69c4937307640ca.tar.gz | |
cleaning
| -rw-r--r-- | pyisda/curve.pxd | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd index f89d892..16eab8a 100644 --- a/pyisda/curve.pxd +++ b/pyisda/curve.pxd @@ -162,7 +162,7 @@ cdef extern from "isda/cds.h" nogil: # Assumed recovery rate in case of default double *recoveryRate, # Output - par spreads for the CDS are returned (see also isPriceClean) - double *parSpread); + double *parSpread) cdef extern from "isda/tcurve.h" nogil: |