diff options
| -rw-r--r-- | pyisda/curve.pyx | 12 |
1 files changed, 6 insertions, 6 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 60858b8..99d880a 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -50,7 +50,7 @@ cdef class Curve(object): @classmethod def from_bytes(cls, bytes state): cdef: - Curve instance = cls.__new__(cls) + Curve instance = Curve.__new__(Curve) unsigned char* cursor = state TCurve* curve = <TCurve*>malloc(sizeof(TCurve)) unserialize(cursor, curve) @@ -119,7 +119,7 @@ cdef class Curve(object): return self._thisptr.get().fNumItems def __deepcopy__(self, memo): - cdef Curve sc = type(self).__new__(type(self)) + cdef Curve sc = Curve.__new__(Curve) sc._thisptr = make_shared(JpmcdsCopyCurve(self._thisptr.get())) return sc @@ -303,7 +303,7 @@ cdef class YieldCurve(Curve): @classmethod def from_bytes(cls, bytes state): cdef: - YieldCurve instance = cls.__new__(cls) + YieldCurve instance = YieldCurve.__new__(YieldCurve) unsigned char* cursor = state TCurve* curve = <TCurve*>malloc(sizeof(TCurve)) size_t num_instr @@ -336,7 +336,7 @@ cdef class YieldCurve(Curve): def from_discount_factors(cls, base_date, list dates, double[:] dfs, str day_count_conv): """ build a yield curve from a list of discount factors """ cdef TDate base_date_c = pydate_to_TDate(base_date) - cdef YieldCurve yc = cls.__new__(cls) + cdef YieldCurve yc = YieldCurve.__new__(YieldCurve) yc.dates = vector[TDate](len(dates)) cdef size_t i cdef double* rates = <double*>malloc(sizeof(double) * yc.dates.size()) @@ -521,7 +521,7 @@ cdef class SpreadCurve(Curve): @classmethod def from_bytes(cls, bytes state): cdef: - SpreadCurve instance = cls.__new__(cls) + SpreadCurve instance = SpreadCurve.__new__(SpreadCurve) unsigned char* cursor = state TCurve* curve = <TCurve*>malloc(sizeof(TCurve)) size_t ticker_length @@ -568,7 +568,7 @@ cdef class SpreadCurve(Curve): """ cdef TDate base_date_c = pydate_to_TDate(base_date) - cdef SpreadCurve sc = cls.__new__(cls) + cdef SpreadCurve sc = SpreadCurve.__new__(SpreadCurve) cdef TDate max_date = 200000 # can go higher but this should be more than enough sc._thisptr = make_shared(JpmcdsMakeTCurve(base_date_c, &max_date, &rate, 1, |