From a7a9a91b7e218999636a64b53161a34514e9a55c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 6 Jun 2017 14:52:44 -0400 Subject: small cleanup --- pyisda/credit_index.pyx | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 1bb86bb..609d733 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -115,9 +115,9 @@ cdef class CreditIndex(CurveList): self.maturities.push_back(pydate_to_TDate(d)) self.contingent_legs = malloc(self.maturities.size() * - sizeof(TContingentLeg)) + sizeof(TContingentLeg)) self.fee_legs = malloc(self.maturities.size() * - sizeof(TFeeLeg)) + sizeof(TFeeLeg)) cdef TStubMethod stub_type if JpmcdsStringToStubMethod(b"f/s", &stub_type) != 0: raise ValueError("can't convert stub") -- cgit v1.2.3-70-g09d2