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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-09-23 14:46:37 -0400 |
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| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-09-23 14:46:37 -0400 |
| commit | ed43be92b58c3667d7c9e38093cb9693ef4a74ee (patch) | |
| tree | 38359881f5a4b86c0b56dfd5d8eda2ecfdf223c4 | |
| parent | 508c1718153fea5c9e8d96bd44b7fd14c190a9fd (diff) | |
| download | pyisda-ed43be92b58c3667d7c9e38093cb9693ef4a74ee.tar.gz | |
improve comment
| -rw-r--r-- | pyisda/cdsone.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/cdsone.pyx b/pyisda/cdsone.pyx index 62cfbae..62a448c 100644 --- a/pyisda/cdsone.pyx +++ b/pyisda/cdsone.pyx @@ -36,7 +36,7 @@ def upfront_charge(date, value_date, benchmark_start_date, stepin_date, recovery_rate : double assumed recovery rate pay_accrued_at_start : bool, optional - do we pay accrued from `start_date` to `date` + do we pay accrued from `start_date` to `date` (True means dirty) pay_accrued_on_default : bool, optional in case of default do we pay current accrued on default or at maturity. """ |