diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 1f0bca5..6885aa9 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -355,7 +355,7 @@ cdef class CreditIndex(CurveList): def accrued(self): cdef double accrued - FeeLegAI(self.fee_legs[0], self.base_date, &accrued) + FeeLegAI(self.fee_legs[0], self.base_date + 1, &accrued) return accrued def pv(self, step_in_date, cash_settle_date, maturity, YieldCurve yc not None, |