diff options
| -rw-r--r-- | pyisda/date.pxd | 2 | ||||
| -rw-r--r-- | pyisda/date.pyx | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/pyisda/date.pxd b/pyisda/date.pxd index 364792a..3c02d3d 100644 --- a/pyisda/date.pxd +++ b/pyisda/date.pxd @@ -89,5 +89,5 @@ cpdef TDate pydate_to_TDate(c_datetime.date d) cpdef c_datetime.date TDate_to_pydate(TDate d) -cdef void _roll_date(TDate d, double* tenors, int n_dates, TDate* output) nogil +cdef void _roll_date(TDate d, const double* tenors, int n_dates, TDate* output) nogil cdef TDate _previous_twentieth(TDate d, bint roll) nogil diff --git a/pyisda/date.pyx b/pyisda/date.pyx index fba523e..682fb03 100644 --- a/pyisda/date.pyx +++ b/pyisda/date.pyx @@ -100,7 +100,7 @@ cdef inline TDate next_business_day(TDate date, long method) nogil: else: return r -cdef void _roll_date(TDate d, double* tenors, int n_dates, TDate* output) nogil: +cdef void _roll_date(TDate d, const double* tenors, int n_dates, TDate* output) nogil: cdef: TDate cutoff = 151472 # 2015-09-20 TMonthDayYear d_rolled |