diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 1bb86bb..609d733 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -115,9 +115,9 @@ cdef class CreditIndex(CurveList): self.maturities.push_back(pydate_to_TDate(d)) self.contingent_legs = <TContingentLeg**> malloc(self.maturities.size() * - sizeof(TContingentLeg)) + sizeof(TContingentLeg)) self.fee_legs = <TFeeLeg**> malloc(self.maturities.size() * - sizeof(TFeeLeg)) + sizeof(TFeeLeg)) cdef TStubMethod stub_type if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0: raise ValueError("can't convert stub") |