From e6d6b15f3d5e8a547c30400acbd77a4207c8671d Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Tue, 11 Feb 2020 17:03:13 -0500
Subject: allow to set default_date

---
 pyisda/curve.pyx | 10 ++++++++++
 1 file changed, 10 insertions(+)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index fe5ba62..1cf7f23 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -736,6 +736,16 @@ cdef class SpreadCurve(Curve):
         if self.defaulted != -1:
             return TDate_to_pydate(self.defaulted)
 
+    @default_date.setter
+    def default_date(self, d):
+        self.defaulted = pydate_to_TDate(d)
+        cdef:
+            TCurve* curve = <TCurve*>get_TCurve(self)
+            n_dates = curve.fNumItems
+            int i
+        for i in range(n_dates):
+            curve.fArray[i].fRate = JPMCDS_MAX_RATE
+
     @classmethod
     def from_bytes(cls, object state, const bint compressed=False):
         cdef:
-- 
cgit v1.2.3-70-g09d2