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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-10-25 10:35:38 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-10-25 10:35:38 -0400 |
| commit | 37631371d32a93052202f3d3755d2c1752be4e0c (patch) | |
| tree | 21d3d58398fcd87c2d78ee7bba404e6f502e5242 | |
| parent | 342741c7345ce8aec896973a5d43bdb596b5cd12 (diff) | |
| download | pyisda-37631371d32a93052202f3d3755d2c1752be4e0c.tar.gz | |
fix doc
| -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 62a448c..95fc6a6 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` (True means dirty) + do we pay accrued from `start_date` to `date` (True means clean) pay_accrued_on_default : bool, optional in case of default do we pay current accrued on default or at maturity. """ |