diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index c20ab84..346c112 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -149,6 +149,11 @@ cdef class CurveList: @value_date.setter def value_date(self, d): self.base_date = pydate_to_TDate(d) + cdef: + TCurve* sc = self._curves[0].get() + size_t i + for i in range(self.T.size()): + self.T[i] = (sc.fArray[i].fDate - self.base_date) / 365. @property def curves(self): |