From 0ee8969150cc0a68d920cd22499219916da60416 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 10 Oct 2019 16:57:12 -0400
Subject: allow to set weights

---
 pyisda/credit_index.pyx | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index da9a177..a3c6fe9 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -133,6 +133,16 @@ cdef class CurveList:
         Py_INCREF(self)
         return out
 
+    @weights.setter
+    def weights(self, double[::1] val):
+        if val.shape[0] != self._weights.size():
+            raise ValueError("size mismatch")
+
+        cdef size_t i
+        for i in range(self.weights.size()):
+            self.weights[i] = val[i]
+
+
     @property
     def tickers(self):
         cdef np.npy_intp shape = self.names.size()
-- 
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