From e21f6b729568c00e761ab2daa7ab44fbd734758e Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Wed, 6 Mar 2019 13:19:55 -0500
Subject: constify

---
 pyisda/curve.pxd |  6 +++---
 pyisda/curve.pyx | 10 +++++-----
 2 files changed, 8 insertions(+), 8 deletions(-)

diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd
index d3ee92e..698674a 100644
--- a/pyisda/curve.pxd
+++ b/pyisda/curve.pxd
@@ -151,11 +151,11 @@ cdef extern from "isda/cds.h" nogil:
         # a calendar with no holidays and including weekends.
         char           *calendar,
         # Interest rate discount curve - assumes flat forward interpolation
-        TCurve         *discCurve,
+        const TCurve         *discCurve,
         # Credit clean spread curve
-        TCurve         *spreadCurve,
+        const TCurve         *spreadCurve,
         # Assumed recovery rate in case of default
-        double         *recoveryRate,
+        const double         *recoveryRate,
         # Output - par spreads for the CDS are returned (see also isPriceClean)
         double         *parSpread)
 
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 299de8e..702e89e 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -483,8 +483,8 @@ cdef class SpreadCurve(Curve):
     @cython.initializedcheck(False)
     def __init__(self, today, YieldCurve yc not None, start_date, step_in_date,
                  cash_settle_date, end_dates,
-                 double[:] coupon_rates, double[:] upfront_rates,
-                 double[:] recovery_rates, bint pay_accrued_on_default=True,
+                 const double[:] coupon_rates, const double[:] upfront_rates,
+                 const double[:] recovery_rates, bint pay_accrued_on_default=True,
                  str ticker="", Seniority seniority=Senior,
                  DocClause doc_clause=XR14,
                  bint fill_curve=True, defaulted=None):
@@ -794,7 +794,7 @@ cdef class SpreadCurve(Curve):
 
     @cython.boundscheck(False)
     def par_spread(self, today, step_in_date, start_date, end_dates,
-                   double[:] recovery_rates, YieldCurve yc not None,
+                   const double[:] recovery_rates, YieldCurve yc not None,
                    bint pay_accrued_on_default=True):
         """
         Parameters
@@ -830,8 +830,8 @@ cdef class SpreadCurve(Curve):
                                          ACT_360,
                                          MODIFIED,
                                          b'NONE',
-                                         yc._thisptr.get(),
-                                         self._thisptr.get(),
+                                         get_TCurve(yc),
+                                         get_TCurve(self),
                                          &recovery_rates[0],
                                          par_spreads)
             free(end_dates_c)
-- 
cgit v1.2.3-70-g09d2