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 1eadc2e..de0d0e6 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -553,7 +553,7 @@ cdef class YieldCurve(Curve): r[i] = JpmcdsZeroPrice(curve, pydate_to_TDate(np_datetimes[i])) elif isinstance(d2, pd.Series): np_dates = d2.values.view("int") - r = np.PyArray_EMPTY(1, &np_dates.shape[0], np.NPY_DOUBLE, 0) + r = np.PyArray_EMPTY(1, <np.npy_intp*>&np_dates.shape[0], np.NPY_DOUBLE, 0) for i in range(r.shape[0]): date_c = np_dates[i] / scale + 134774 r[i] = JpmcdsZeroPrice(curve, date_c) |