From 7e47e8a89ade557671756bfb04ac3eda0aa1d566 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 22 Aug 2018 11:05:14 -0400 Subject: restore base_date when setting curves --- pyisda/credit_index.pyx | 2 ++ 1 file changed, 2 insertions(+) diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 4cc3cbf..b229cdd 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -170,7 +170,9 @@ cdef class CurveList: self.tickers.clear() self._weights.clear() self.recovery_rates.clear() + cdef TDate temp = self.base_date CurveList.__init__(self, l) + self.base_date = temp # def __deepcopy__(self, memo): # cdef: -- cgit v1.2.3-70-g09d2