improve docs

4 files changed, 89 insertions, 3 deletions

diff --git a/Makefile b/Makefile
index fb1c950..08a3604 100644
--- a/Makefile
+++ b/Makefile
@@ -8,5 +8,7 @@ clean:
 install:
 	pip install .
 
-docs:
+docs: build
 	make -C docs html
+
+.PHONY: build docs clean
diff --git a/docs/api.rst b/docs/api.rst
index 253ddd5..c87674a 100644
--- a/docs/api.rst
+++ b/docs/api.rst
@@ -1,8 +1,8 @@
 PyISDA
 ======
 
-:mod:`~pyisda.cdsone` contains the two work horse functions of the library,
-which allow to convert back and forth from upfront to spread
+:mod:`~pyisda.cdsone` contains the two workhorse functions of the library,
+which allow to convert back and forth from upfront to spread.
 
 .. autosummary::
     pyisda.cdsone.upfront_charge
@@ -21,3 +21,14 @@ which allow to convert back and forth from upfront to spread
 .. automodule:: pyisda.curve
     :members:
     :undoc-members:
+
+:mod:`~pyisda.legs` contains two types of Legs:
+
+.. autosummary::
+    pyisda.legs.FeeLeg
+    pyisda.legs.ContingentLeg
+
+
+.. automodule:: pyisda.legs
+    :members:
+    :undoc-members:
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 52ddab7..9e2f2e9 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -210,6 +210,7 @@ cdef class SpreadCurve(Curve):
     coupon_rates : :class:`array.array` of double
     recovery_rate : float
     pay_accrued_on_default : bool, optional
+        Default to True
 
     """
 
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx
index 1a66af3..ea19b72 100644
--- a/pyisda/legs.pyx
+++ b/pyisda/legs.pyx
@@ -4,6 +4,17 @@ from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
 from curve cimport YieldCurve, SpreadCurve
 
 cdef class ContingentLeg:
+    """
+    Initialize a ContingentLeg.
+
+    Parameters
+    ----------
+    startdate : :class:`datetime.date`
+    end_date : :class:`datetime.date`
+    notional : float
+    protect_start : bool, optional
+       if True, protection starts at beginning of day. Default to True.
+    """
 
     def __cinit__(self, start_date, end_date, double notional,
                   TBoolean protect_start = True):
@@ -21,6 +32,21 @@ cdef class ContingentLeg:
 
     def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
            double recovery_rate):
+        """
+        Present Value of the ContingentLeg cashflows.
+
+        Parameters
+        ----------
+        today : :class:`datetime.date`
+        step_in_date : :class:`datetime.date`
+           date at which protection starts (usually `today` + 1)
+        value_date : :class:`datetime.date`
+           date at which cashflows are exchanged (usually `today` + 3 business days)
+        yc : :class:`~pyisda.curve.YieldCurve`
+        sc : :class:`~pyisda.curve.SpreadCurve`
+        recovery_rate : float
+        """
+
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
         cdef TDate value_date_c = pydate_to_TDate(value_date)
@@ -32,7 +58,25 @@ cdef class ContingentLeg:
             raise ValueError
 
 cdef class FeeLeg:
+    """
+    Initialize a FeeLeg.
 
+    Parameters
+    ----------
+    startdate : :class:`datetime.date`
+       date when protection begins. Either start or end of day (depending on
+       `protect_start`)
+    end_date : :class:`datetime.date`
+       date when protection ends (end of day)
+    pay_accrued_on_default : bool
+       Usually set to True
+    notional : float
+    coupon_rate : float
+    payment_dcc : string, optional
+       Default 'ACT/360'
+    protect_start : bool, optional
+       if True, protection starts at beginning of day. Default to True.
+    """
     def __cinit__(self, start_date, end_date, TBoolean pay_accrued_on_default,
                   double notional, double coupon_rate, str payment_dcc = 'ACT/360',
                   TBoolean protect_start = True):
@@ -57,6 +101,7 @@ cdef class FeeLeg:
             raise ValueError
 
     def inspect(self):
+        """convenience method to study the C struct"""
         cdef list acc_start_dates = []
         cdef list acc_end_dates = []
         cdef list pay_dates = []
@@ -71,6 +116,7 @@ cdef class FeeLeg:
 
     @property
     def cashflows(self):
+        """Cashflow schedule"""
         cdef TCashFlowList* cfl = JpmcdsFeeLegFlows(self._thisptr)
         cdef TCashFlow cf
         result = []
@@ -81,6 +127,22 @@ cdef class FeeLeg:
 
     def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,
            TBoolean pay_accrued_at_start):
+        """
+        Present Value of FeeLeg cashflows.
+
+        Parameters
+        ----------
+        today : :class:`datetime.date`
+        step_in_date : :class:`datetime.date`
+           date at which protection starts (usually `today` + 1)
+        value_date : :class:`datetime.date`
+           date at which cashflows are exchanged (usually `today` + 3 business days)
+        yc : :class:`~pyisda.curve.YieldCurve`
+        sc : :class:`~pyisda.curve.SpreadCurve`
+        pay_accrued_at_start : bool
+           True means clean
+
+        """
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
         cdef TDate value_date_c = pydate_to_TDate(value_date)
@@ -92,6 +154,16 @@ cdef class FeeLeg:
             raise ValueError
 
     def accrued(self, today):
+        """Accrued amount as of today
+
+        Parameters
+        ----------
+        today : :class:`datetime.date`
+
+        Return
+        ------
+        float
+        """
         cdef double ai
         FeeLegAI(self._thisptr, pydate_to_TDate(today), &ai)
         return ai