2 files changed, 5 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py
index 1255f639..1913c1d1 100644
--- a/python/analytics/tranche_basket.py
+++ b/python/analytics/tranche_basket.py
@@ -1,12 +1,13 @@
 from .basket_index import BasketIndex
 from .db import _engine
 from .tranche_functions import (
-    credit_schedule, adjust_attachments, cds_accrued, GHquad, BCloss_recov_dist,
+    credit_schedule, adjust_attachments, GHquad, BCloss_recov_dist,
     BCloss_recov_trunc, tranche_cl, tranche_pl)
 from .index_data import get_singlenames_curves, get_tranche_quotes
 from collections import namedtuple
 from copy import deepcopy
 from pandas.tseries.offsets import BDay
+from pyisda.date import cds_accrued
 from scipy.optimize import brentq
 from scipy.interpolate import CubicSpline, PchipInterpolator
 from scipy.special import logit, expit
diff --git a/python/analytics/tranche_functions.py b/python/analytics/tranche_functions.py
index ec097c3c..21c7b328 100644
--- a/python/analytics/tranche_functions.py
+++ b/python/analytics/tranche_functions.py
@@ -334,6 +334,9 @@ def credit_schedule(tradedate, tenor, coupon, yc, enddate=None):
     return pydates[0], pd.DataFrame({"df": df, "coupons": coupons}, dates[1:])
 
 def cds_accrued(tradedate, coupon):
+    """ computes accrued for a standard CDS
+
+    TODO: fix for when trade_date + 1 = IMM date"""
     tradedate = pydate_to_qldate(tradedate)
     end = tradedate + Period('3M')