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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2023-01-13 09:58:41 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2023-01-13 09:58:41 -0500 |
| commit | e43f9172581dff0a3ca2471f6bdb9d6426150487 (patch) | |
| tree | 000fab49efaccd1a051eaf09f89c03c84e96bda5 /c_layer | |
| parent | 5d3bf18797eabf2a9534388026ade2f02d57b311 (diff) | |
| download | pyisda-e43f9172581dff0a3ca2471f6bdb9d6426150487.tar.gz | |
use get_TCurve method
Diffstat (limited to 'c_layer')
| -rw-r--r-- | c_layer/cdsbootstrap.c | 2 | ||||
| -rw-r--r-- | c_layer/cdsbootstrap.h | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/c_layer/cdsbootstrap.c b/c_layer/cdsbootstrap.c index bbecc08..a1b65ca 100644 --- a/c_layer/cdsbootstrap.c +++ b/c_layer/cdsbootstrap.c @@ -9,7 +9,7 @@ int cdsBootstrapPointFunction cds_bootstrap_ctx *context = (cds_bootstrap_ctx*)data; - TCurve *discountCurve = context->discountCurve; + const TCurve *discountCurve = context->discountCurve; TCurve *cdsCurve = context->cdsCurve; TDate cdsBaseDate = cdsCurve->fBaseDate; TDate stepinDate = context->stepinDate; diff --git a/c_layer/cdsbootstrap.h b/c_layer/cdsbootstrap.h index 42d298c..e49808d 100644 --- a/c_layer/cdsbootstrap.h +++ b/c_layer/cdsbootstrap.h @@ -16,7 +16,7 @@ typedef struct { TDate stepinDate; TDate cashSettleDate; - TCurve *discountCurve; + const TCurve *discountCurve; TCurve *cdsCurve; double recoveryRate; double spread; |