diff options
| -rw-r--r-- | pyisda/curve.pyx | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 23e9fad..3789ef0 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -106,7 +106,8 @@ cdef class Curve(object): for i in range(n): h[i] = it[i].fRate d[i] = it[i].fDate -134774 - return pd.Series(h, index=d.view('M8[D]'), name='hazard_rates') + return pd.Series(h, index=d.view('M8[D]'), name='hazard_rates' \ + if self.ticker else self.ticker) def __iter__(self): cdef: @@ -511,6 +512,7 @@ cdef class SpreadCurve(Curve): sc = SpreadCurve.__new__(SpreadCurve) curve_tweaked = JpmcdsCopyCurve(self._thisptr.get()) sc._thisptr = make_shared(curve_tweaked) + sc.ticker = self.ticker else: sc = self curve_tweaked = self._thisptr.get() |