allow to set maturity

1 files changed, 14 insertions, 0 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index f194c88..27511f9 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -535,6 +535,20 @@ cdef class CreditIndex(CurveList):
             r.append(TDate_to_pydate(maturity))
         return r
 
+    @maturities.setter
+    def maturities(self, list val):
+        cdef:
+            size_t i
+            pair[TContingentLeg_ptr, TFeeLeg_ptr] r
+
+        for i in range(self._maturities.size()):
+            self._maturities[i] = pydate_to_TDate(val[i])
+            free(self.contingent_legs[i])
+            JpmcdsFeeLegFree(self.fee_legs[i])
+            r = get_legs(self._maturities[i], self.start_date)
+            self.contingent_legs[i] = r.first
+            self.fee_legs[i] = r.second
+
     def tweak_portfolio(self, double epsilon, maturity, bint inplace=True):
         cdef:
             TDate maturity_c = pydate_to_TDate(maturity)