diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 96bfb18..d38416f 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -615,6 +615,7 @@ cdef class CreditIndex(CurveList): sc_copy = sc_orig tweak_curve(sc_orig, sc_copy, epsilon, mask) else: + self.names.clear() for i in range(self._curves.size()): buf = self._curves[i].get() offset = name_offset_from_buf(buf) @@ -627,6 +628,7 @@ cdef class CreditIndex(CurveList): sc_copy.fArray = <TRatePt*>(new_buf + sizeof(TCurve)) tweak_curve(sc_orig, sc_copy, epsilon, mask) self._curves[i].reset(new_buf, char_free) + self.names[CurveName(new_buf + offset)] = i def survival_matrix(self, const TDate[::1] schedule=None, double epsilon=0., bint log=False): cdef: |