diff options
| -rw-r--r-- | pyisda/curve.pyx | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index e3a6a04..7fff52b 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -239,6 +239,11 @@ cdef class Curve(object): return JpmcdsForwardZeroPrice(curve, pydate_to_TDate(d1), pydate_to_TDate(d2)) + def zero_rate(self, d): + cdef: + const TCurve* curve = get_TCurve(self) + return JpmcdsZeroRate(curve, pydate_to_TDate(d)) + cdef fArray_to_list(TRatePt* fArray, int fNumItems): cdef size_t i cdef list l = [] |