diff options
| -rw-r--r-- | pyisda/curve.pyx | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6af2176..0713082 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -798,7 +798,7 @@ cdef class SpreadCurve(Curve): @cython.boundscheck(False) def par_spread(self, today, step_in_date, start_date, end_dates, - double[:] recovery_rates, YieldCurve yc, bint pay_accrued_on_default): + YieldCurve yc not None, bint pay_accrued_on_default=True): cdef TDate today_c = pydate_to_TDate(today) cdef TDate step_in_date_c = pydate_to_TDate(step_in_date) cdef TDate start_date_c = pydate_to_TDate(start_date) @@ -830,7 +830,7 @@ cdef class SpreadCurve(Curve): b'NONE', yc._thisptr.get(), self._thisptr.get(), - &recovery_rates[0], + self.recovery_rates.get(), par_spreads) free(end_dates_c) cdef list r = [] |