diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 952557f..bdf9a6a 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -370,7 +370,7 @@ cdef class CreditIndex(CurveList): TDate start_date size_t i, j np.npy_intp[2] n = [self.curves.size(), schedule.shape[0]] - np.ndarray[np.float64_t,ndim=2] sp = np.PyArray_EMPTY(2, n, np.NPY_DOUBLE, 0) + np.ndarray[np.float64_t,ndim=2] sp = np.PyArray_EMPTY(2, n, np.NPY_DOUBLE, 1) j = 0 for sc in self.curves: start_date = sc.get().fBaseDate |