From 083c4dcfc5b57b13d544ff22b9880a081c99ad92 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 2 Jun 2023 16:31:56 -0400 Subject: fix docstring --- pyisda/curve.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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 = malloc(yc.buf_size) -- cgit v1.2.3-70-g09d2