diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index b2c8913..8d2bf34 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -162,7 +162,7 @@ cdef class CurveList: sc.ticker = p.first sc.recovery_rates = self.recovery_rates[p.second] sc.defaulted = self.defaulted[p.second] - r.append(sc) + r.append((self._weights[p.second], sc)) return r @curves.setter @@ -199,8 +199,7 @@ cdef class CurveList: # return copy def __reduce__(self): - return (self.__class__, (self.curves, self.weights, - TDate_to_pydate(self.base_date))) + return (self.__class__, (self.curves, TDate_to_pydate(self.base_date))) @cython.auto_pickle(False) cdef class CreditIndex(CurveList): @@ -261,7 +260,7 @@ cdef class CreditIndex(CurveList): def __reduce__(self): return (self.__class__, (TDate_to_pydate(self.start_date), self.maturities, self.curves, - self.weights, TDate_to_pydate(self.base_date))) + TDate_to_pydate(self.base_date))) def __hash__(self): cdef: |