From a1a6f286afffa881427e3d8b3b6071d5676b9c26 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Mon, 8 Aug 2016 11:45:34 -0400
Subject: fix bug

---
 pyisda/curve.pyx | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 46708ff..699666a 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -133,12 +133,13 @@ cdef class YieldCurve(Curve):
         yc._dates = <TDate*>malloc(sizeof(TDate) * len(dates))
         cdef size_t i
         cdef double* rates = <double*>malloc(sizeof(double) * len(dfs))
+        yc._ninstr = len(dates)
         for i, d in enumerate(dates):
             yc._dates[i] = pydate_to_TDate(d)
             JpmcdsDiscountToRateYearFrac(dfs[i], <double>(yc._dates[i]-base_date_c)/365.,
                                          <double>1, &rates[i]);
 
-        yc._thisptr = JpmcdsMakeTCurve(base_date_c, yc._dates, rates, len(dfs),
+        yc._thisptr = JpmcdsMakeTCurve(base_date_c, yc._dates, rates, dfs.shape[0],
                                        <double>1, dcc(day_count_conv))
         return yc
 
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