diff options
| -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 62cfbae..62a448c 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` + do we pay accrued from `start_date` to `date` (True means dirty) pay_accrued_on_default : bool, optional in case of default do we pay current accrued on default or at maturity. """ |