allow to pass array of dates

1 files changed, 16 insertions, 4 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 1cf7f23..87d613e 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -5,7 +5,7 @@ from .date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc, TMonthDayY
                    JpmcdsDateFromBusDaysOffset, JpmcdsStringToDayCountConv, ACT_360,
                    BadDay, FOLLOW, MODIFIED, NONE)
 from .date import dcc_tostring
-from .date cimport _previous_twentieth, _roll_date
+from .date cimport _previous_twentieth, _roll_date, c_datetime
 from .cdsone cimport JpmcdsStringToStubMethod
 from .legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,
                    JpmcdsContingentLegPV, JpmcdsFeeLegPV, FeeLegAI, JpmcdsFeeLegFree)
@@ -219,10 +219,22 @@ cdef class Curve(object):
         -------
         float
         """
-        cdef const TCurve* curve = get_TCurve(self)
+        cdef:
+            const TCurve* curve = get_TCurve(self)
+            np.ndarray r
+            c_datetime.date d
+            size_t i
+
         if d1 is None:
-            return JpmcdsForwardZeroPrice(curve, curve.fBaseDate,
-                                          pydate_to_TDate(d2))
+            if isinstance(d2, np.ndarray):
+                r = np.zeros_like(d2)
+                for i, e in enumerate(d2):
+                    r[i] = JpmcdsForwardZeroPrice(curve, curve.fBaseDate,
+                                                  pydate_to_TDate(d2[i]))
+                return r
+            else:
+                return JpmcdsForwardZeroPrice(curve, curve.fBaseDate,
+                                              pydate_to_TDate(d2))
         else:
             return JpmcdsForwardZeroPrice(curve, pydate_to_TDate(d1),
                                           pydate_to_TDate(d2))