From 60ea3e046ddc0942677a51c3b6688885d755df8b Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 17 Sep 2021 14:31:10 -0400
Subject: pv is not defined in case of empty curves

- return NaN
- as a side effect, do not segfault when epsilon != 0
---
 pyisda/credit_index.pyx | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 2f90b01..0951f35 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -862,6 +862,8 @@ cdef double pv(const vector[shared_ptr[TCurve]]& curves,
         size_t i = 0
         double* recovery_rate
 
+    if curves.size() == 0:
+        return nan("")
     if epsilon == 0.:
         with parallel():
             fl_pv = 0.
-- 
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