Odd issue with Period

[phenaff]

Odd issue with Period

[thrasibule]

Months is an enum, so it converts to an int. It's the same in C++. Did this ever work in python? This work on the other hand:

>> 3 * Period(1, Months)
Period('3M')

[phenaff]

It's for example in test_heston_model.py, line 245. Causes a core dump further down. I guess the test has always been wrong. Is test_heston_model running OK for you?

[thrasibule]

Test is running fine here on python 3.6 (and travis passes both on python 2.7 and python 3.4, so that's a lot of configurations) Which line specifically is causing the segfault? Are you sure this is the cause? We should fix the test regardless.

[phenaff]

I have submitted a PR that fixes the tests. I still get a segfault on my PC, but not sure anymore where it's coming from. I'll investigate, probably some config issue on my side.