diff options
| -rw-r--r-- | pyisda/curve.pyx | 2 | ||||
| -rw-r--r-- | pyisda/date.pxd | 2 | ||||
| -rw-r--r-- | pyisda/date.pyx | 2 |
3 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 46afff9..4f83f71 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -473,7 +473,7 @@ cdef class SpreadCurve(Curve): cdef TDate start_date_c if start_date is None: - start_date_c = _previous_twentieth(today_c) + start_date_c = _previous_twentieth(today_c, True) if start_date_c == -1: raise ValueError("incorrect today's date: " + today) else: diff --git a/pyisda/date.pxd b/pyisda/date.pxd index 6da8e85..acb191f 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -62,4 +62,4 @@ cpdef TDate pydate_to_TDate(c_datetime.date d) cpdef c_datetime.date TDate_to_pydate(TDate d) cdef void _roll_date(TDate d, double* tenors, int n_dates, TDate* output) nogil -cdef TDate _previous_twentieth(TDate d) nogil +cdef TDate _previous_twentieth(TDate d, bint roll) nogil diff --git a/pyisda/date.pyx b/pyisda/date.pyx index 034a3e3..c83fc8e 100644 --- a/pyisda/date.pyx +++ b/pyisda/date.pyx @@ -38,7 +38,7 @@ def dcc_tostring(long day_count): s = c_string return s -cdef TDate _previous_twentieth(TDate d, bint roll=True) nogil: +cdef TDate _previous_twentieth(TDate d, bint roll) nogil: cdef TMonthDayYear mdy if JpmcdsDateToMDY(d, &mdy) != SUCCESS: return -1 |