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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2023-01-25 13:48:42 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2023-01-25 13:48:42 -0500 |
| commit | 5dbd62d09d544e8e084e0b906adbde64800559b0 (patch) | |
| tree | 0e256e5fb730afebe7a881685eeb0bca37e3a694 | |
| parent | 2edf7ad06fa58cf8769723192ea4a1305edd8513 (diff) | |
| download | pyisda-5dbd62d09d544e8e084e0b906adbde64800559b0.tar.gz | |
recreate the map
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 96bfb18..d38416f 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -615,6 +615,7 @@ cdef class CreditIndex(CurveList): sc_copy = sc_orig tweak_curve(sc_orig, sc_copy, epsilon, mask) else: + self.names.clear() for i in range(self._curves.size()): buf = self._curves[i].get() offset = name_offset_from_buf(buf) @@ -627,6 +628,7 @@ cdef class CreditIndex(CurveList): sc_copy.fArray = <TRatePt*>(new_buf + sizeof(TCurve)) tweak_curve(sc_orig, sc_copy, epsilon, mask) self._curves[i].reset(new_buf, char_free) + self.names[CurveName(new_buf + offset)] = i def survival_matrix(self, const TDate[::1] schedule=None, double epsilon=0., bint log=False): cdef: |