From 6efa668ee8f16c38d65a8b71c7fbd44d339d9f53 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 8 Nov 2018 16:41:47 -0500
Subject: use vector to prevent memory leak

---
 pyisda/curve.pyx | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index a575a96..d761867 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -525,7 +525,7 @@ cdef class SpreadCurve(Curve):
         cdef double* tenors_c = NULL
         cdef TCurve* curve = NULL
         cdef TCurve* new_curve = NULL
-        cdef double* rates = NULL
+        cdef vector[double] rates
         cdef unsigned int includes = 0
         cdef size_t i
         cdef bint freeup = False
@@ -587,12 +587,10 @@ cdef class SpreadCurve(Curve):
                                                <long>'M',
                                                b'NONE')
             else:
-                rates = <double*>malloc(n_dates * sizeof(double))
-                for i in range(n_dates):
-                    rates[i] = 1000
+                rates = vector[double](n_dates, 1000)
                 curve = JpmcdsMakeTCurve(today_c,
                                          end_dates_c,
-                                         rates,
+                                         rates.data(),
                                          n_dates,
                                          5000.,
                                          ACT_360)
-- 
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