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-rw-r--r--legs.pyx5
1 files changed, 5 insertions, 0 deletions
diff --git a/legs.pyx b/legs.pyx
index 2df83e3..55f1fcb 100644
--- a/legs.pyx
+++ b/legs.pyx
@@ -93,6 +93,11 @@ cdef class FeeLeg:
else:
raise ValueError
+ def accrued(self, today):
+ cdef double ai
+ FeeLegAI(self._thisptr, pydate_to_TDate(today), &ai)
+ return ai
+
def __dealloc__(self):
if self._thisptr is not NULL:
JpmcdsFeeLegFree(self._thisptr)