diff options
| author | Guillaume Horel <guillaume.horel@gmail.com> | 2023-11-30 14:38:35 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2023-11-30 14:38:35 -0500 |
| commit | 6917704a1a1a0f8474c069c1492934b8546615ce (patch) | |
| tree | c8f815a7a42d0b12003fc25001628954e43f82a0 | |
| parent | fca0caa31743af344ff53a1f7b7a5a7e2bc89c18 (diff) | |
| download | pyisda-6917704a1a1a0f8474c069c1492934b8546615ce.tar.gz | |
add needed cast
| -rw-r--r-- | pyisda/curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 1eadc2e..de0d0e6 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -553,7 +553,7 @@ cdef class YieldCurve(Curve): r[i] = JpmcdsZeroPrice(curve, pydate_to_TDate(np_datetimes[i])) elif isinstance(d2, pd.Series): np_dates = d2.values.view("int") - r = np.PyArray_EMPTY(1, &np_dates.shape[0], np.NPY_DOUBLE, 0) + r = np.PyArray_EMPTY(1, <np.npy_intp*>&np_dates.shape[0], np.NPY_DOUBLE, 0) for i in range(r.shape[0]): date_c = np_dates[i] / scale + 134774 r[i] = JpmcdsZeroPrice(curve, date_c) |