From 622991036fed90d515ca04a52085c001e2fdd76e Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 13 Oct 2022 21:13:52 -0400
Subject: add bump method for yieldcurve

---
 pyisda/curve.pyx | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 38ec250..e805e86 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -488,6 +488,32 @@ cdef class YieldCurve(Curve):
                              <double>basis, dcc(day_count_conv)), JpmcdsFreeTCurve)
         return yc
 
+    def bump(self, epsilon):
+        cdef:
+            YieldCurve yc = YieldCurve.__new__(YieldCurve)
+            const TCurve* curve = get_TCurve(self)
+            TCurve* new_curve = <TCurve*>malloc(sizeof(TCurve))
+            TRatePt *ptr1, *ptr2
+            int N = curve.fNumItems
+            int i
+
+        new_curve.fNumItems = N
+        new_curve.fBaseDate = curve.fBaseDate
+        new_curve.fBasis = curve.fBasis
+        new_curve.fArray = <TRatePt*>malloc(N * sizeof(TRatePt))
+        new_curve.fDayCountConv = curve.fDayCountConv
+        ptr1 = curve.fArray
+        ptr2 = new_curve.fArray
+        for i in range(N):
+            ptr2.fDate = ptr1.fDate
+            ptr2.fRate = ptr1.fRate + epsilon
+            preinc(ptr1)
+            preinc(ptr2)
+
+        yc.dates = vector[TDate](self.dates)
+        yc._thisptr.reset(new_curve, JpmcdsFreeTCurve)
+        return yc
+
     def discount_factor(self, d2, d1=None):
         """ computes the discount factor at a given date.
 
-- 
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