diff options
| -rw-r--r-- | pyisda/curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6eaf854..55fdada 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -141,7 +141,7 @@ cdef class YieldCurve(Curve): for i, d in enumerate(dates): yc._dates[i] = pydate_to_TDate(d) JpmcdsDiscountToRateYearFrac(dfs[i], <double>(yc._dates[i]-base_date_c)/365., - <double>1, &rates[i]); + <double>1, &rates[i]) yc._thisptr = JpmcdsMakeTCurve(base_date_c, yc._dates, rates, dfs.shape[0], <double>1, dcc(day_count_conv)) |