diff options
| -rw-r--r-- | c_layer/survival_curve.hpp | 2 | ||||
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/c_layer/survival_curve.hpp b/c_layer/survival_curve.hpp index 7032687..ce71cc1 100644 --- a/c_layer/survival_curve.hpp +++ b/c_layer/survival_curve.hpp @@ -20,7 +20,7 @@ struct CurveName { strcpy((char*)buf, ticker.c_str()); }; - std::string full_ticker() { + std::string full_ticker() const { std::string r = ticker; return r.append("_").append(str_seniority()). append("_").append(str_doc_clause()); diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 32e6c56..9a70125 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -347,7 +347,7 @@ cdef class CreditIndex(CurveList): for p in self.names: sc = self._curves[p.second].get() - tickers.append(p.first.ticker) + tickers.append(p.first.full_ticker()) # TODO: pick the actual recovery on the curve # this only works for flat recovery curve recovery_rate = self.recovery_rates[p.second].get()[0] |