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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-06-06 14:52:44 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-06-06 14:52:44 -0400 |
| commit | a7a9a91b7e218999636a64b53161a34514e9a55c (patch) | |
| tree | d10659b87d99a3dfcc9c917a1b2f2933358f86ff | |
| parent | 9638e84f90e3661d75d44231295b48cbf5a63d59 (diff) | |
| download | pyisda-a7a9a91b7e218999636a64b53161a34514e9a55c.tar.gz | |
small cleanup
| -rw-r--r-- | pyisda/credit_index.pyx | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 1bb86bb..609d733 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -115,9 +115,9 @@ cdef class CreditIndex(CurveList): self.maturities.push_back(pydate_to_TDate(d)) self.contingent_legs = <TContingentLeg**> malloc(self.maturities.size() * - sizeof(TContingentLeg)) + sizeof(TContingentLeg)) self.fee_legs = <TFeeLeg**> malloc(self.maturities.size() * - sizeof(TFeeLeg)) + sizeof(TFeeLeg)) cdef TStubMethod stub_type if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0: raise ValueError("can't convert stub") |