From b1fac2a46ca7e16248d73934937f54f750eecdb4 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 17 Nov 2017 10:22:20 -0500
Subject: tie numpy array's life to the C++ vector life

---
 pyisda/credit_index.pyx | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index bc3ee8f..c93b177 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -3,6 +3,7 @@ from libc.stdlib cimport malloc, free
 from libc.math cimport nan
 from libcpp.pair cimport pair
 from cython.operator cimport dereference as deref
+from cpython cimport PyObject, Py_INCREF
 
 cimport cython
 from legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,
@@ -88,6 +89,8 @@ cdef class CurveList:
         cdef np.npy_intp shape = self.weights.size()
         cdef np.ndarray[np.float64_t] out = \
             np.PyArray_SimpleNewFromData(1, &shape, np.NPY_DOUBLE, self.weights.data())
+        out.base = <PyObject*>self
+        Py_INCREF(self)
         return out
 
     @property
-- 
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