diff options
| -rw-r--r-- | pyisda/curve.pyx | 10 |
1 files changed, 10 insertions, 0 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index fe5ba62..1cf7f23 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -736,6 +736,16 @@ cdef class SpreadCurve(Curve): if self.defaulted != -1: return TDate_to_pydate(self.defaulted) + @default_date.setter + def default_date(self, d): + self.defaulted = pydate_to_TDate(d) + cdef: + TCurve* curve = <TCurve*>get_TCurve(self) + n_dates = curve.fNumItems + int i + for i in range(n_dates): + curve.fArray[i].fRate = JPMCDS_MAX_RATE + @classmethod def from_bytes(cls, object state, const bint compressed=False): cdef: |