From ea4ca5a28b9bf9c8eec3d727dc35b6863c1f5d01 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 22 Feb 2019 17:11:42 -0500
Subject: bugfixes

---
 c_layer/curve.cpp | 40 +++++++++++++++++++++++++---------------
 1 file changed, 25 insertions(+), 15 deletions(-)

(limited to 'c_layer/curve.cpp')

diff --git a/c_layer/curve.cpp b/c_layer/curve.cpp
index 2f84d01..221f27c 100644
--- a/c_layer/curve.cpp
+++ b/c_layer/curve.cpp
@@ -64,7 +64,7 @@ namespace pyisda {
         }
     }
 
-    void Curve::tweak(TCurve* const ptr, double epsilon) {
+    void Curve::tweak(TCurve* ptr, double epsilon) {
         double h1, h2, t1, t2, c;
         h1 = t1 = c = 0;
         TRatePt cur;
@@ -79,18 +79,22 @@ namespace pyisda {
         }
     }
 
-    void Curve::tweak(TCurve* const ptr, double epsilon, unsigned long mask) {
-        double h1, h2, t1, t2, c;
-        h1 = t1 = c = 0;
-        TRatePt cur;
-        for(int i = 0;i < ptr->fNumItems; i++) {
-            cur = ptr->fArray[i];
-            h2 = cur.fRate;
-            t2 = (cur.fDate - ptr->fBaseDate) / 365.;
-            c += (h2 * t2 - h1 * t1 ) * (1 + epsilon * (( mask >> i) & 1));
-            cur.fRate = c / t2;
-            h1 = h2;
-            t1 = t2;
+    void Curve::tweak(TCurve* ptr, double epsilon, unsigned long mask) {
+        if (mask == 0) {
+            Curve::tweak(ptr, epsilon);
+        } else {
+            double h1, h2, t1, t2, c;
+            h1 = t1 = c = 0;
+            TRatePt cur;
+            for(int i = 0; i < ptr->fNumItems; i++) {
+                cur = ptr->fArray[i];
+                h2 = cur.fRate;
+                t2 = (cur.fDate - ptr->fBaseDate) / 365.;
+                c += (h2 * t2 - h1 * t1 ) * (1 + epsilon * (( mask >> i) & 1));
+                cur.fRate = c / t2;
+                h1 = h2;
+                t1 = t2;
+            };
         }
     }
 
@@ -117,7 +121,8 @@ namespace pyisda {
     }
 
     size_t SpreadCurve::size() {
-        return Curve::size() + recovery_rates.size() * sizeof(double) + 8;
+        return Curve::size() + recovery_rates.size() * sizeof(double) +
+            8 + sizeof(TDate) + sizeof(Seniority);
     }
 
     unsigned char* SpreadCurve::serialize(unsigned char* const buf) {
@@ -131,7 +136,12 @@ namespace pyisda {
         } else {
             ticker.copy((char*)cur, 8, 0);
         }
-        return cur + 8;
+        cur += 8;
+        memcpy(cur, &event_date, sizeof(TDate));
+        cur += sizeof(TDate);
+        memcpy(cur, &seniority, sizeof(Seniority));
+        cur += sizeof(Seniority);
+        return cur;
     }
 
 }
-- 
cgit v1.2.3-70-g09d2