diff options
| -rw-r--r-- | pyisda/curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 84f93d0..a5d1261 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -472,7 +472,7 @@ cdef class YieldCurve(Curve): @classmethod def from_zero_rates(cls, base_date, list dates, double[:] rates, str day_count_conv, Basis basis=Basis.CONTINUOUS): - """ build a yield curve from a list of discount factors """ + """ build a yield curve from a list of zero rates """ cdef YieldCurve yc = YieldCurve.__new__(YieldCurve) yc.buf_size = sizeof(TCurve) + len(dates) * sizeof(TRatePt) cdef TCurve* curve = <TCurve*>malloc(yc.buf_size) |