From 59426c41c37bb09b66f1153a0f0c0e96c1db459b Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 26 Jul 2016 17:26:44 -0400 Subject: add test to prevent segfault --- pyisda/curve.pyx | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6ceee57..f33db25 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -183,11 +183,13 @@ cdef class SpreadCurve(Curve): cdef TDate* end_dates_c = malloc(len(end_dates) * sizeof(TDate)) self._thisptr = NULL cdef size_t i - + if cash_settle_date < yc.inspect()['base_date']: + raise ValueError("cash_settle_date: {0} is anterior to yc's base_date: {1}". + format(cash_settle_date, yc.inspect()['base_date'])) for i, d in enumerate(end_dates): end_dates_c[i] = pydate_to_TDate(d) - cdef TStubMethod stub_type + cdef TStubMethod stub_type if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0: raise ValueError("can't convert stub") -- cgit v1.2.3-70-g09d2