From 9301ba20542c0707ef73c89e695f107c5713c319 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Mon, 11 Jul 2016 10:42:09 -0400 Subject: make pay_accrued_on_default the default --- curve.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/curve.pyx b/curve.pyx index b8b710d..d5bb5ff 100644 --- a/curve.pyx +++ b/curve.pyx @@ -121,7 +121,7 @@ cdef class SpreadCurve(Curve): def __init__(self, today, YieldCurve yc, start_date, step_in_date, cash_settle_date, list end_dates, double[:] coupon_rates, - double recovery_rate, int pay_accrued_on_default): + double recovery_rate, int pay_accrued_on_default = True): cdef TDate today_c = pydate_to_TDate(today) cdef TDate step_in_date_c = pydate_to_TDate(step_in_date) -- cgit v1.2.3-70-g09d2