From 03d2c41f8dec4ebc99ab44d28719e276d41694e4 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Tue, 30 Jun 2020 20:56:36 -0400
Subject: allow to pass the fixed_rate in accrued

---
 pyisda/credit_index.pyx | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 83c377e..f06d27b 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -378,10 +378,10 @@ cdef class CreditIndex(CurveList):
                                        index=tickers)],
                          keys=['duration', 'protection_pv'])
 
-    def accrued(self):
+    def accrued(self, double fixed_rate):
         cdef double accrued
         FeeLegAI(self.fee_legs[0], self.base_date + 1, &accrued)
-        return accrued
+        return accrued * fixed_rate
 
     def pv(self, step_in_date, cash_settle_date, maturity, YieldCurve yc not None,
            double fixed_rate, double epsilon=0.):
-- 
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