extend range of possible values

1 files changed, 6 insertions, 2 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index c3263b0..02bf22a 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -85,6 +85,7 @@ cdef class Curve(object):
             int size = self.buf_size
             int packed_size
             const TCurve* curve = self.get_TCurve()
+            TDate ref_date
 
         if fmt == 1:
             dst_capacity = LZ4_compressBound(size)
@@ -102,8 +103,10 @@ cdef class Curve(object):
             memcpy(dst, src, sizeof(TCurve))
             src += sizeof(TCurve)
             dst += sizeof(TCurve)
+            ref_date = curve.fBaseDate
             for i in range(curve.fNumItems):
-                (<uint16_t*>dst)[i] = (<TRatePt*>src)[i].fDate - curve.fBaseDate
+                (<uint16_t*>dst)[i] = (<TRatePt*>src)[i].fDate - ref_date
+                ref_date = (<TRatePt*>src)[i].fDate
                 (<double*>(dst + curve.fNumItems * sizeof(uint16_t)))[i] = (<TRatePt*>src)[i].fRate
         return r
 
@@ -171,7 +174,8 @@ cdef class Curve(object):
                 cursor = curve + sizeof(TCurve)
                 src += sizeof(TCurve)
                 for i in range(n):
-                    (<TRatePt*>cursor)[i] = TRatePt(base_date + (<uint16_t*>src)[i], (<double*>(src + n * sizeof(uint16_t)))[i])
+                    base_date += (<uint16_t*>src)[i]
+                    (<TRatePt*>cursor)[i] = TRatePt(base_date, (<double*>(src + n * sizeof(uint16_t)))[i])
                 decomp_size = state_size - (sizeof(TCurve) + n * sizeof(TRatePt))
                 if decomp_size > 0:
                     cursor += n * sizeof(TRatePt)