diff options
| -rw-r--r-- | pyisda/curve.pyx | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index bc79413..646e31e 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -120,8 +120,11 @@ cdef class Curve(object): for i in range(n): h[i] = it[i].fRate d[i] = it[i].fDate -134774 - return pd.Series(h, index=d.view('M8[D]'), name=self.ticker \ - if self.ticker else 'hazard_rates') + if isinstance(self, YieldCurve): + name = 'forward_rates' + elif isinstance(self, SpreadCurve): + name = self.ticker if self.ticker else 'hazard_rates' + return pd.Series(h, index=d.view('M8[D]'), name=name) def __iter__(self): cdef: |