From f0f20dc815510bf95f850b9a8733d2e09049f748 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Wed, 27 Feb 2019 10:35:17 -0500
Subject: use enum values

---
 pyisda/credit_index.pyx | 12 ++++++------
 pyisda/curve.pyx        |  6 +++---
 pyisda/legs.pyx         |  4 ++--
 pyisda/optim.pyx        |  4 ++--
 4 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 8d2bf34..a7ddd79 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -14,10 +14,10 @@ from .legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,
 from .curve cimport (SpreadCurve, JpmcdsCopyCurve, tweak_curve, YieldCurve,
                     JpmcdsFreeTCurve, survival_prob, Hash64WithSeed,
                     Hash64, uint64_t, TCurve_size, serialize)
-from .date cimport (pydate_to_TDate, TDate_to_pydate, ACT_365F, JpmcdsDtFwdAny,
+from .date cimport (pydate_to_TDate, TDate_to_pydate, JpmcdsDtFwdAny,
                    TDateInterval, JpmcdsMakeDateInterval)
 from .cdsone cimport JpmcdsStringToStubMethod, TStubMethod
-from .date cimport ACT_365F
+from .date cimport ACT_365F, ACT_360, MODIFIED
 cimport numpy as np
 np.import_array()
 import pandas as pd
@@ -503,8 +503,8 @@ cdef class CreditIndex(CurveList):
                                      &stub_type,
                                      1.,
                                      1.0,
-                                     3,  # ACT_360
-                                     <long>b'M',  # MODIFIED
+                                     ACT_360,  # ACT_360
+                                     MODIFIED,  # MODIFIED
                                      b'NONE',
                                      True)
         else:
@@ -632,8 +632,8 @@ cdef pair[TContingentLeg_ptr, TFeeLeg_ptr] get_legs(TDate maturity,
                                    &stub_type,
                                    1.,
                                    1.0,
-                                   3,  # ACT_360
-                                   <long>b'M',  # MODIFIED
+                                   ACT_360,  # ACT_360
+                                   MODIFIED,  # MODIFIED
                                    b'NONE',
                                    True)
     return r
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 7c9a8f3..08d0c77 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -588,7 +588,7 @@ cdef class SpreadCurve(Curve):
                                                NULL,
                                                ACT_360,
                                                &stub_type,
-                                               <long>b'M',
+                                               MODIFIED,
                                                b'NONE')
             else:
                 rates = vector[double](n_dates, JPMCDS_MAX_RATE)
@@ -596,7 +596,7 @@ cdef class SpreadCurve(Curve):
                                          end_dates_c,
                                          rates.data(),
                                          n_dates,
-                                         5000.,
+                                         <double>CONTINUOUS,
                                          ACT_360)
             if curve is not NULL:
                 if fill_curve and curve.fNumItems != n_dates:
@@ -832,7 +832,7 @@ cdef class SpreadCurve(Curve):
                                          NULL,
                                          &stub_type,
                                          ACT_360,
-                                         <long>b'M',
+                                         MODIFIED,
                                          b'NONE',
                                          yc._thisptr.get(),
                                          self._thisptr.get(),
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx
index 8a6d1e7..1b5a7f1 100644
--- a/pyisda/legs.pyx
+++ b/pyisda/legs.pyx
@@ -1,6 +1,6 @@
 from libc.stdlib cimport free
 from .date cimport pydate_to_TDate, TDate_to_pydate, dcc
-from .date import dcc_tostring
+from .date import dcc_tostring, MODIFIED
 from .cdsone cimport JpmcdsStringToStubMethod, TStubMethod
 from .curve cimport YieldCurve, SpreadCurve
 
@@ -113,7 +113,7 @@ cdef class FeeLeg:
                                             notional,
                                             coupon_rate,
                                             dcc(payment_dcc),
-                                            <long>b'M',
+                                            MODIFIED,
                                             b'NONE',
                                             protect_start)
         if self._thisptr is NULL:
diff --git a/pyisda/optim.pyx b/pyisda/optim.pyx
index b82a0d9..0004996 100644
--- a/pyisda/optim.pyx
+++ b/pyisda/optim.pyx
@@ -5,7 +5,7 @@ from libc.math cimport exp, sqrt
 from .cdsone cimport JpmcdsStringToStubMethod, TStubMethod
 from .curve cimport (TCurve, YieldCurve, JpmcdsFreeTCurve, JpmcdsNewTCurve,
                     CONTINUOUS)
-from .date cimport TDate, pydate_to_TDate, ACT_360, ACT_365F
+from .date cimport TDate, pydate_to_TDate, ACT_360, ACT_365F, MODIFIED
 from .legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,
                    TContingentLeg, JpmcdsFeeLegPV, JpmcdsFeeLegFree, TFeeLeg)
 
@@ -88,7 +88,7 @@ def init_context(YieldCurve yc not None, trade_date, value_date, start_date,
                                   1., # notional
                                   1., # coupon_rate
                                   ACT_360,  # JPMCDS_ACT_360
-                                  <long>b'M',
+                                  MODIFIED,
                                   b'NONE',
                                   1) # protect_start = True
     params.stepinDate = step_in_date_c
-- 
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