From e43f9172581dff0a3ca2471f6bdb9d6426150487 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 13 Jan 2023 09:58:41 -0500 Subject: use get_TCurve method --- c_layer/cdsbootstrap.c | 2 +- c_layer/cdsbootstrap.h | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) (limited to 'c_layer') diff --git a/c_layer/cdsbootstrap.c b/c_layer/cdsbootstrap.c index bbecc08..a1b65ca 100644 --- a/c_layer/cdsbootstrap.c +++ b/c_layer/cdsbootstrap.c @@ -9,7 +9,7 @@ int cdsBootstrapPointFunction cds_bootstrap_ctx *context = (cds_bootstrap_ctx*)data; - TCurve *discountCurve = context->discountCurve; + const TCurve *discountCurve = context->discountCurve; TCurve *cdsCurve = context->cdsCurve; TDate cdsBaseDate = cdsCurve->fBaseDate; TDate stepinDate = context->stepinDate; diff --git a/c_layer/cdsbootstrap.h b/c_layer/cdsbootstrap.h index 42d298c..e49808d 100644 --- a/c_layer/cdsbootstrap.h +++ b/c_layer/cdsbootstrap.h @@ -16,7 +16,7 @@ typedef struct { TDate stepinDate; TDate cashSettleDate; - TCurve *discountCurve; + const TCurve *discountCurve; TCurve *cdsCurve; double recoveryRate; double spread; -- cgit v1.2.3-70-g09d2