From c5f5bdd360628c307c3f451fa49ca72ccd1a2ffb Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 22 Feb 2023 11:32:17 -0500 Subject: fix index name for spreadcurve --- pyisda/curve.pyx | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index b2b9747..9b42ba2 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -190,6 +190,7 @@ cdef class Curve(object): t1 = 0 h1 = 0 cdef int base_date = curve.fBaseDate + cdef str name if forward: for i in range(n): h2 = curve.fArray[i].fRate @@ -205,7 +206,7 @@ cdef class Curve(object): if isinstance(self, YieldCurve): name = 'forward_rates' elif isinstance(self, SpreadCurve): - name = self.name()[2] + name = &(self).name()[2] if name == "": name = "hazard_rates" return pd.Series(h, index=d.view('M8[D]'), name=name) -- cgit v1.2.3-70-g09d2