make pay_accrued_on_default the default

1 files changed, 1 insertions, 1 deletions

diff --git a/curve.pyx b/curve.pyx
index b8b710d..d5bb5ff 100644
--- a/curve.pyx
+++ b/curve.pyx
@@ -121,7 +121,7 @@ cdef class SpreadCurve(Curve):
 
     def __init__(self, today, YieldCurve yc, start_date, step_in_date,
                  cash_settle_date, list end_dates, double[:] coupon_rates,
-                 double recovery_rate, int pay_accrued_on_default):
+                 double recovery_rate, int pay_accrued_on_default = True):
 
         cdef TDate today_c = pydate_to_TDate(today)
         cdef TDate step_in_date_c = pydate_to_TDate(step_in_date)