diff options
| -rw-r--r-- | pyisda/legs.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index a2d9d0d..5665e43 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -109,7 +109,7 @@ cdef class FeeLeg: def __reduce__(self): return (self.__class__, (TDate_to_pydate(self._thisptr.accStartDates[0]), - TDate_to_pydate(self._thisptr.accEndDates[self._thisptr.nbDates-1]), + TDate_to_pydate(self._thisptr.payDates[self._thisptr.nbDates-1]), <int>self._thisptr.accrualPayConv, self._thisptr.notional, self._thisptr.couponRate, |