bufgix

Author: thrasibule

quantlib/termstructures/yields/piecewise_zerospreaded_termstructure.pyx

@@ -1,6 +1,6 @@
 from cython.operator cimport dereference as deref
 from libcpp.vector cimport vector
-from quantlib.compounding cimport Compounding, Continuous
+from quantlib.compounding cimport Compounding
 from quantlib.handle cimport Handle
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
@@ -13,7 +13,7 @@ from . cimport _piecewise_zerospreaded_termstructure as _pzt
 
 cdef class PiecewiseZeroSpreadedTermStructure(YieldTermStructure):
     def __init__(self, HandleYieldTermStructure h not None, list spreads, list dates,
-                 Compounding comp=Continuous, Frequency freq=NoFrequency,
+                 Compounding comp=Compounding.Continuous, Frequency freq=NoFrequency,
                  DayCounter dc not None=DayCounter()):
         cdef vector[Handle[_qt.Quote]] spreads_vec
         cdef vector[QlDate] dates_vec

quantlib/termstructures/yields/zero_spreaded_term_structure.pyx

@@ -1,5 +1,5 @@
 from cython.operator cimport dereference as deref
-from quantlib.compounding cimport Compounding, Continuous
+from quantlib.compounding cimport Compounding
 from quantlib.termstructures.yield_term_structure cimport HandleYieldTermStructure
 from quantlib.time.daycounter cimport DayCounter
 from quantlib.time.frequency cimport Frequency, NoFrequency
@@ -8,7 +8,7 @@ from . cimport _zero_spreaded_term_structure as _zsts
 
 cdef class ZeroSpreadedTermStructure(YieldTermStructure):
     def __init__(self, HandleYieldTermStructure h not None, Quote spread,
-                 Compounding comp=Continuous, Frequency freq=NoFrequency,
+                 Compounding comp=Compounding.Continuous, Frequency freq=NoFrequency,
                  DayCounter dc not None=DayCounter()):
 
         self._thisptr.reset(