From 3167341d4e9e28075b561666f9bd724d91dff062 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 5 Feb 2019 15:17:19 -0500 Subject: add docstring --- pyisda/curve.pyx | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 6af2176..7c9a8f3 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -798,7 +798,13 @@ cdef class SpreadCurve(Curve): @cython.boundscheck(False) def par_spread(self, today, step_in_date, start_date, end_dates, - double[:] recovery_rates, YieldCurve yc, bint pay_accrued_on_default): + double[:] recovery_rates, YieldCurve yc not None, + bint pay_accrued_on_default=True): + """ + Parameters + ---------- + recovery_rates : should be same length as end_dates + """ cdef TDate today_c = pydate_to_TDate(today) cdef TDate step_in_date_c = pydate_to_TDate(step_in_date) cdef TDate start_date_c = pydate_to_TDate(start_date) -- cgit v1.2.3-70-g09d2