add a consctructor for ZeroCurve and rename it to YieldCurve

1 files changed, 5 insertions, 5 deletions

diff --git a/legs.pyx b/legs.pyx
index 0a07a9b..2df83e3 100644
--- a/legs.pyx
+++ b/legs.pyx
@@ -3,7 +3,7 @@ from legs cimport (JpmcdsCdsContingentLegMake,
 from libc.stdlib cimport free
 from date cimport pydate_to_TDate, TDate_to_pydate, dcc
 from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
-from curve cimport ZeroCurve, SpreadCurve
+from curve cimport YieldCurve, SpreadCurve
 
 cdef class ContingentLeg:
 
@@ -21,14 +21,14 @@ cdef class ContingentLeg:
         if self._thisptr is not NULL:
             free(self._thisptr)
 
-    def pv(self, today, step_in_date, value_date, ZeroCurve zc, SpreadCurve sc,
+    def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
            double recovery_rate):
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
         cdef TDate value_date_c = pydate_to_TDate(value_date)
         cdef double pv
         if JpmcdsContingentLegPV(self._thisptr, today_c, value_date_c, step_in_date_c,
-                                 zc._thisptr, sc._thisptr, recovery_rate, &pv) == 0:
+                                 yc._thisptr, sc._thisptr, recovery_rate, &pv) == 0:
             return pv
         else:
             raise ValueError
@@ -81,14 +81,14 @@ cdef class FeeLeg:
             result.append((TDate_to_pydate(cf.fDate), cf.fAmount))
         return result
 
-    def pv(self, today, step_in_date, value_date, ZeroCurve zc, SpreadCurve sc,
+    def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
            TBoolean pay_accrued_at_start):
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
         cdef TDate value_date_c = pydate_to_TDate(value_date)
         cdef double pv
         if JpmcdsFeeLegPV(self._thisptr, today_c, step_in_date_c, value_date_c,
-                          zc._thisptr, sc._thisptr, pay_accrued_at_start, &pv) == 0:
+                          yc._thisptr, sc._thisptr, pay_accrued_at_start, &pv) == 0:
             return pv
         else:
             raise ValueError