diff options
| -rw-r--r-- | pyisda/legs.pyx | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/pyisda/legs.pyx b/pyisda/legs.pyx index fa82629..9f51d77 100644 --- a/pyisda/legs.pyx +++ b/pyisda/legs.pyx @@ -43,7 +43,7 @@ cdef class ContingentLeg: self._thisptr.endDate, self._thisptr.notional, self._thisptr.protectStart)) - + @property def end_date(self): return TDate_to_pydate(self._thisptr.endDate) @@ -162,8 +162,8 @@ cdef class FeeLeg: result.append((TDate_to_pydate(cf.fDate), cf.fAmount)) return result - def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc, - bint pay_accrued_at_start): + def pv(self, today, step_in_date, value_date, YieldCurve yc not None, + SpreadCurve sc not None, bint pay_accrued_at_start): """ Present Value of FeeLeg cashflows. |