diff options
| -rw-r--r-- | pyisda/curve.pyx | 8 |
1 files changed, 7 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6af2176..7c9a8f3 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -798,7 +798,13 @@ cdef class SpreadCurve(Curve): @cython.boundscheck(False) def par_spread(self, today, step_in_date, start_date, end_dates, - double[:] recovery_rates, YieldCurve yc, bint pay_accrued_on_default): + double[:] recovery_rates, YieldCurve yc not None, + bint pay_accrued_on_default=True): + """ + Parameters + ---------- + recovery_rates : should be same length as end_dates + """ cdef TDate today_c = pydate_to_TDate(today) cdef TDate step_in_date_c = pydate_to_TDate(step_in_date) cdef TDate start_date_c = pydate_to_TDate(start_date) |