diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 94 |
1 files changed, 47 insertions, 47 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 163f2f1..d25e05a 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -180,27 +180,27 @@ cdef class CurveList: for i in range(self._curves.size()): self._weights[i] /= len_l - def __deepcopy__(self, memo): - cdef: - shared_ptr[TCurve] sc - double* temp - size_t i = 0 - TCurve* copy_sc - CurveList copy = CurveList.__new__(CurveList) - copy._weights = self._weights - copy.T = self.T - copy.base_date = self.base_date + # def __deepcopy__(self, memo): + # cdef: + # shared_ptr[TCurve] sc + # double* temp + # size_t i = 0 + # TCurve* copy_sc + # CurveList copy = CurveList.__new__(CurveList) + # copy._weights = self._weights + # copy.T = self.T + # copy.base_date = self.base_date - for sc in self._curves: - copy_sc = sc.get() - copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc))) - temp = <double*>malloc(copy_sc.fNumItems * sizeof(double)) - if temp != NULL: - memcpy(<void*>temp, self.recovery_rates[i].get(), - copy_sc.fNumItems * sizeof(double)) - copy.recovery_rates.push_back(shared_ptr[double](temp, double_free)) - copy.tickers = self.tickers - return copy + # for sc in self._curves: + # copy_sc = sc.get() + # copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc))) + # temp = <double*>malloc(copy_sc.fNumItems * sizeof(double)) + # if temp != NULL: + # memcpy(<void*>temp, self.recovery_rates[i].get(), + # copy_sc.fNumItems * sizeof(double)) + # copy.recovery_rates.push_back(shared_ptr[double](temp, double_free)) + # copy.tickers = self.tickers + # return copy def __reduce__(self): return (self.__class__, (self.curves, self.weights)) @@ -247,34 +247,34 @@ cdef class CreditIndex(CurveList): for i in range(self._maturities.size()): JpmcdsFeeLegFree(self.fee_legs[i]) - def __deepcopy__(self, memo): - cdef: - shared_ptr[TCurve] sc - double* temp - size_t i = 0 - TCurve* copy_sc - CreditIndex copy = CreditIndex.__new__(CreditIndex) - copy._weights = self._weights - copy.T = self.T - copy.base_date = self.base_date - copy.start_date = self.start_date - copy._maturities = self._maturities - for sc in self._curves: - copy_sc = sc.get() - copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc))) - temp = <double*>malloc(copy_sc.fNumItems * sizeof(double)) - if temp != NULL: - memcpy(<void*>temp, self.recovery_rates[i].get(), - copy_sc.fNumItems * sizeof(double)) - copy.recovery_rates.push_back(shared_ptr[double](temp, double_free)) + # def __deepcopy__(self, memo): + # cdef: + # shared_ptr[TCurve] sc + # double* temp + # size_t i = 0 + # TCurve* copy_sc + # CreditIndex copy = CreditIndex.__new__(CreditIndex) + # copy._weights = self._weights + # copy.T = self.T + # copy.base_date = self.base_date + # copy.start_date = self.start_date + # copy._maturities = self._maturities + # for sc in self._curves: + # copy_sc = sc.get() + # copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc))) + # temp = <double*>malloc(copy_sc.fNumItems * sizeof(double)) + # if temp != NULL: + # memcpy(<void*>temp, self.recovery_rates[i].get(), + # copy_sc.fNumItems * sizeof(double)) + # copy.recovery_rates.push_back(shared_ptr[double](temp, double_free)) - copy.tickers = self.tickers - copy.contingent_legs = <TContingentLeg**>malloc(sizeof(TContingentLeg*) * self._maturities.size()) - copy.fee_legs = <TFeeLeg**>malloc(sizeof(TFeeLeg*) * self._maturities.size()) - for i in range(self._maturities.size()): - copy.fee_legs[i] = copyFeeLeg(self.fee_legs[i]) - copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i]) - return copy + # copy.tickers = self.tickers + # copy.contingent_legs = <TContingentLeg**>malloc(sizeof(TContingentLeg*) * self._maturities.size()) + # copy.fee_legs = <TFeeLeg**>malloc(sizeof(TFeeLeg*) * self._maturities.size()) + # for i in range(self._maturities.size()): + # copy.fee_legs[i] = copyFeeLeg(self.fee_legs[i]) + # copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i]) + # return copy def __reduce__(self): return (self.__class__, |