diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 12 |
1 files changed, 7 insertions, 5 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 163f2f1..8c471f9 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -202,8 +202,11 @@ cdef class CurveList: copy.tickers = self.tickers return copy - def __reduce__(self): - return (self.__class__, (self.curves, self.weights)) + def __getstate__(self): + return (self.curves, self.weights) + + def __setstate__(self, state): + return self.__class__(*state) @cython.auto_pickle(False) cdef class CreditIndex(CurveList): @@ -276,9 +279,8 @@ cdef class CreditIndex(CurveList): copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i]) return copy - def __reduce__(self): - return (self.__class__, - (TDate_to_pydate(self.start_date), self.maturities, self.curves, self.weights)) + def __getstate__(self): + return (TDate_to_pydate(self.start_date), self.maturities, self.curves, self.weights) def __hash__(self): cdef: |