diff options
| -rw-r--r-- | pyisda/curve.pyx | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 810353d..b435eeb 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -530,6 +530,8 @@ cdef class SpreadCurve(Curve): self.recovery_rates = shared_ptr[double]( <double*>malloc(sizeof(double)), double_free) self.recovery_rates.get()[0] = recovery_rates[0] + if ticker: + self.ticker = ticker return if isinstance(end_dates, list): @@ -651,11 +653,12 @@ cdef class SpreadCurve(Curve): @property def defaulted(self): - return self.defaulted == -1 + return self.defaulted != -1 @property def default_date(self): - return TDate_to_pydate(self.defaulted) + if self.defaulted != -1: + return TDate_to_pydate(self.defaulted) @classmethod def from_bytes(cls, bytes state): |