bring back tweak_curve

1 files changed, 40 insertions, 36 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 1f5076d..94deda1 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -1052,45 +1052,49 @@ cdef class SpreadCurve(Curve):
 #                                          <CurveName.DocClause>(doc))
 #         return sc
 
-#     @cython.boundscheck(False)
-#     def tweak_curve(self, double epsilon, bint multiplicative=True,
-#                     unsigned long mask=-1, bint inplace=False):
-#         """
-#         Tweak the survival curve in place.
+    @cython.boundscheck(False)
+    def tweak_curve(self, double epsilon, bint multiplicative=True,
+                    unsigned long mask=-1, bint inplace=False):
+        """
+        Tweak the survival curve in place.
 
-#         Parameters
-#         ----------
-#         epsilon : double
-#            tweaking factor (either additive or multiplicative)
-#         multiplicative : bool, optional
-#            do we scale by 1+epsilon or add epsilon (default multiplicative).
-#         mask : bitmask
-#            Default is tweak everything, otherwise only tweak values
-#            in the mask.
-#         """
-#         cdef:
-#             const TCurve* curve_orig = get_TCurve(self)
-#             TCurve* curve_tweaked
-#             SpreadCurve sc
-#             int num_items = curve_orig.fNumItems
-#             double* recovery_rates
+        Parameters
+        ----------
+        epsilon : double
+           tweaking factor (either additive or multiplicative)
+        multiplicative : bool, optional
+           do we scale by 1+epsilon or add epsilon (default multiplicative).
+        mask : bitmask
+           Default is tweak everything, otherwise only tweak values
+           in the mask.
+        """
+        cdef:
+            const TCurve* curve_orig = self.get_TCurve()
+            TCurve* curve_tweaked
+            SpreadCurve sc
+            int num_items = curve_orig.fNumItems
+            char* buf
 
-#         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:
-#             sc = self
-#             curve_tweaked = <TCurve*>curve_orig
+        if not inplace:
+            sc = SpreadCurve.__new__(SpreadCurve)
+            buf = <char*>malloc(self.buf_size)
+            memcpy(buf, self.buf.get(), self.buf_size)
+            sc.buf_size = self.buf_size
+            sc.buf.reset(buf, char_free)
+            sc.offset_recovery_rates = sizeof(TCurve) + num_items * sizeof(TRatePt)
+            buf += sc.offset_recovery_rates
+            buf += num_items * sizeof(double)
+            sc.defaulted = deref(<TDate*>buf)
+            buf += sizeof(TDate)
+            sc.offset_name = buf - sc.buf.get()
+            curve_tweaked = <TCurve*>buf
+        else:
+            sc = self
+            curve_tweaked = <TCurve*>curve_orig
 
-#         if mask != 0:
-#             tweak_curve(curve_orig, curve_tweaked, epsilon, mask)
-#         return sc
+        if mask != 0:
+            tweak_curve(curve_orig, curve_tweaked, epsilon, mask)
+        return sc
 
     @cython.boundscheck(False)
     def par_spread(self, today, step_in_date, start_date, YieldCurve yc not None,