add method to compute accrued

1 files changed, 4 insertions, 0 deletions

diff --git a/legs.pxd b/legs.pxd
index c9df02b..3d8d5bd 100644
--- a/legs.pxd
+++ b/legs.pxd
@@ -89,6 +89,10 @@ cdef extern from "isda/feeleg.h":
 
    cdef void JpmcdsFeeLegFree(TFeeLeg *p)
 
+   cdef void FeeLegAI(TFeeLeg* fl,
+                      TDate today,
+                      double* ai)
+
 cdef class ContingentLeg:
     cdef TContingentLeg* _thisptr