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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-03 17:51:20 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-03 17:51:20 -0500 |
| commit | 835b6434ea8301c3283b8f2febda6d2cbb5510f5 (patch) | |
| tree | 79c6568226288574cae1e91c1060aba5c2e60550 | |
| parent | ee458862e860d87f8388c753f45f6240e45ebbc6 (diff) | |
| download | pyisda-835b6434ea8301c3283b8f2febda6d2cbb5510f5.tar.gz | |
PEP8, use bint
| -rw-r--r-- | pyisda/curve.pyx | 4 | ||||
| -rw-r--r-- | pyisda/legs.pyx | 10 |
2 files changed, 7 insertions, 7 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 61b12d6..4c0a1d3 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -54,7 +54,7 @@ cdef class Curve(object): def base_date(self): return TDate_to_pydate(self._thisptr.fBaseDate) - def __forward_zero_price(self, d2, d1 = None): + def __forward_zero_price(self, d2, d1=None): """ computes the forward zero price at a given date. Parameters @@ -255,7 +255,7 @@ cdef class SpreadCurve(Curve): def __init__(self, today, YieldCurve yc, start_date, step_in_date, cash_settle_date, list end_dates, double[:] coupon_rates, double[:] upfront_rates, - double[:] recovery_rates, int pay_accrued_on_default = True): + double[:] recovery_rates, bint pay_accrued_on_default=True): cdef TDate today_c = pydate_to_TDate(today) cdef TDate step_in_date_c = pydate_to_TDate(step_in_date) diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index 5665e43..71e300c 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -18,7 +18,7 @@ cdef class ContingentLeg: """ def __cinit__(self, start_date, end_date, double notional, - TBoolean protect_start = True): + bint protect_start=True): self._thisptr = JpmcdsCdsContingentLegMake(pydate_to_TDate(start_date), pydate_to_TDate(end_date), @@ -84,9 +84,9 @@ cdef class FeeLeg: protect_start : bool, optional if True, protection starts at beginning of day. Default to True. """ - def __cinit__(self, start_date, end_date, TBoolean pay_accrued_on_default, - double notional, double coupon_rate, str payment_dcc = 'ACT/360', - TBoolean protect_start = True): + def __cinit__(self, start_date, end_date, bint pay_accrued_on_default, + double notional, double coupon_rate, str payment_dcc='ACT/360', + bint protect_start=True): cdef TStubMethod stub_type @@ -142,7 +142,7 @@ cdef class FeeLeg: return result def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc, - TBoolean pay_accrued_at_start): + bint pay_accrued_at_start): """ Present Value of FeeLeg cashflows. |