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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-11 10:42:09 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-07-11 16:21:24 -0400 |
| commit | 9301ba20542c0707ef73c89e695f107c5713c319 (patch) | |
| tree | a41ede9cfa3129bf304825c99247a41819742c62 /curve.pyx | |
| parent | 0059feac1aa6d44be9e0f9fdcb7fdf03779eddbc (diff) | |
| download | pyisda-9301ba20542c0707ef73c89e695f107c5713c319.tar.gz | |
make pay_accrued_on_default the default
Diffstat (limited to 'curve.pyx')
| -rw-r--r-- | curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -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) |