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authorGuillaume Horel <guillaume.horel@gmail.com>2018-11-13 13:13:11 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2018-11-13 13:13:11 -0500
commitd6a54b68f439f4673b4f4c1bf41ae0a921a59383 (patch)
tree0f1996114820d95397752a7454891bf175a568e3
parentf339ef35eb45e0f7874c578442baabc42950a868 (diff)
downloadpyisda-d6a54b68f439f4673b4f4c1bf41ae0a921a59383.tar.gz
check None early
-rw-r--r--pyisda/legs.pyx6
1 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx
index fa82629..9f51d77 100644
--- a/pyisda/legs.pyx
+++ b/pyisda/legs.pyx
@@ -43,7 +43,7 @@ cdef class ContingentLeg:
self._thisptr.endDate,
self._thisptr.notional,
self._thisptr.protectStart))
-
+
@property
def end_date(self):
return TDate_to_pydate(self._thisptr.endDate)
@@ -162,8 +162,8 @@ cdef class FeeLeg:
result.append((TDate_to_pydate(cf.fDate), cf.fAmount))
return result
- def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
- bint pay_accrued_at_start):
+ def pv(self, today, step_in_date, value_date, YieldCurve yc not None,
+ SpreadCurve sc not None, bint pay_accrued_at_start):
"""
Present Value of FeeLeg cashflows.