diff options
Diffstat (limited to 'legs.pyx')
| -rw-r--r-- | legs.pyx | 13 |
1 files changed, 13 insertions, 0 deletions
@@ -58,6 +58,19 @@ cdef class FeeLeg: if self._thisptr is NULL: raise ValueError + def inspect(self): + cdef list acc_start_dates = [] + cdef list acc_end_dates = [] + cdef list pay_dates = [] + cdef size_t i + for i in range(self._thisptr.nbDates): + acc_start_dates.append(TDate_to_pydate(self._thisptr.accStartDates[i])) + acc_end_dates.append(TDate_to_pydate(self._thisptr.accEndDates[i])) + pay_dates.append(TDate_to_pydate(self._thisptr.payDates[i])) + return {'acc_start_dates': acc_start_dates, + 'acc_end_dates': acc_end_dates, + 'pay_dates': pay_dates} + @property def cashflows(self): cdef TCashFlowList* cfl = JpmcdsFeeLegFlows(self._thisptr) |
