diff options
| -rw-r--r-- | pyisda/curve.pxd | 2 | ||||
| -rw-r--r-- | pyisda/legs.pxd | 4 |
2 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd index 50de68f..29dabf4 100644 --- a/pyisda/curve.pxd +++ b/pyisda/curve.pxd @@ -73,7 +73,7 @@ cdef extern from "isda/cds.h": # Calendar used when adjusting coupon dates. Can be NULL which equals # a calendar with no holidays and including weekends. */ char *calendar - ) + ) nogil cdef extern from "isda/tcurve.h": void JpmcdsFreeTCurve(TCurve* curve) diff --git a/pyisda/legs.pxd b/pyisda/legs.pxd index 3d8d5bd..5c96f62 100644 --- a/pyisda/legs.pxd +++ b/pyisda/legs.pxd @@ -73,7 +73,7 @@ cdef extern from "isda/contingentleg.h": TCurve *discountCurve, # Risk-free curve TCurve *spreadCurve, # Spread curve double recoveryRate, # Recovery rate - double *pv) + double *pv) nogil cdef extern from "isda/feeleg.h": cdef int JpmcdsFeeLegPV(TFeeLeg *fl, @@ -83,7 +83,7 @@ cdef extern from "isda/feeleg.h": TCurve *discCurve, TCurve *spreadCurve, TBoolean payAccruedAtStart, - double *pv) + double *pv) nogil cdef TCashFlowList* JpmcdsFeeLegFlows(TFeeLeg *fl) |