From 6775225558707dd04fc3734dcfa830cb2ff1230a Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Mon, 8 Aug 2016 14:48:21 -0400 Subject: cleanup --- pyisda/curve.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6eaf854..55fdada 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -141,7 +141,7 @@ cdef class YieldCurve(Curve): for i, d in enumerate(dates): yc._dates[i] = pydate_to_TDate(d) JpmcdsDiscountToRateYearFrac(dfs[i], (yc._dates[i]-base_date_c)/365., - 1, &rates[i]); + 1, &rates[i]) yc._thisptr = JpmcdsMakeTCurve(base_date_c, yc._dates, rates, dfs.shape[0], 1, dcc(day_count_conv)) -- cgit v1.2.3-70-g09d2