From 37631371d32a93052202f3d3755d2c1752be4e0c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Tue, 25 Oct 2016 10:35:38 -0400 Subject: fix doc --- pyisda/cdsone.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyisda/cdsone.pyx b/pyisda/cdsone.pyx index 62a448c..95fc6a6 100644 --- a/pyisda/cdsone.pyx +++ b/pyisda/cdsone.pyx @@ -36,7 +36,7 @@ def upfront_charge(date, value_date, benchmark_start_date, stepin_date, recovery_rate : double assumed recovery rate pay_accrued_at_start : bool, optional - do we pay accrued from `start_date` to `date` (True means dirty) + do we pay accrued from `start_date` to `date` (True means clean) pay_accrued_on_default : bool, optional in case of default do we pay current accrued on default or at maturity. """ -- cgit v1.2.3-70-g09d2