bugfix

1 files changed, 7 insertions, 5 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index c10ad48..937c4b6 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -536,15 +536,17 @@ cdef class YieldCurve(Curve):
             np.ndarray[np.float64_t, ndim=1] r
             c_datetime.date d
             size_t i
-            TDate[::1] np_dates
+            long[::1] np_dates
+            c_datetime.date[::1] np_datetimes
             TDate date_c
-            int scale = 1000000000 * 86400
+            long scale = 1000000000 * 86400
 
         if d1 is None:
             if isinstance(d2, np.ndarray):
-                r = np.zeros_like(d2)
-                for i, d in enumerate(d2):
-                    r[i] = JpmcdsZeroPrice(curve, pydate_to_TDate(d))
+                r = np.zeros(d2.shape[0], dtype=np.float64)
+                np_datetimes = d2
+                for i in range(np_datetimes.shape[0]):
+                    r[i] = JpmcdsZeroPrice(curve, pydate_to_TDate(np_datetimes[i]))
                 return r
             elif isinstance(d2, pd.Series):
                 np_dates = d2.values.view("int")