From 8f969e3a6c165ac208c8e0434a7d0b173dc45b18 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Thu, 11 Oct 2018 16:15:11 -0400
Subject: fix accrued

---
 pyisda/credit_index.pyx | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 1f0bca5..6885aa9 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -355,7 +355,7 @@ cdef class CreditIndex(CurveList):
 
     def accrued(self):
         cdef double accrued
-        FeeLegAI(self.fee_legs[0], self.base_date, &accrued)
+        FeeLegAI(self.fee_legs[0], self.base_date + 1, &accrued)
         return accrued
 
     def pv(self, step_in_date, cash_settle_date, maturity, YieldCurve yc not None,
-- 
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