add docstring

1 files changed, 7 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 6af2176..7c9a8f3 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -798,7 +798,13 @@ cdef class SpreadCurve(Curve):
 
     @cython.boundscheck(False)
     def par_spread(self, today, step_in_date, start_date, end_dates,
-                   double[:] recovery_rates, YieldCurve yc, bint pay_accrued_on_default):
+                   double[:] recovery_rates, YieldCurve yc not None,
+                   bint pay_accrued_on_default=True):
+        """
+        Parameters
+        ----------
+        recovery_rates : should be same length as end_dates
+        """
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)
         cdef TDate start_date_c = pydate_to_TDate(start_date)