diff options
Diffstat (limited to 'legs.pyx')
| -rw-r--r-- | legs.pyx | 5 |
1 files changed, 5 insertions, 0 deletions
@@ -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) |
