From ed43be92b58c3667d7c9e38093cb9693ef4a74ee Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 23 Sep 2016 14:46:37 -0400 Subject: improve comment --- pyisda/cdsone.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyisda/cdsone.pyx b/pyisda/cdsone.pyx index 62cfbae..62a448c 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` + do we pay accrued from `start_date` to `date` (True means dirty) 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