From 1f1d6128c664ee4e79ad01bdd914583d905eb209 Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@serenitascapital.com>
Date: Tue, 12 Jul 2016 10:46:43 -0400
Subject: add method to compute accrued

---
 legs.pxd | 4 ++++
 1 file changed, 4 insertions(+)

(limited to 'legs.pxd')

diff --git a/legs.pxd b/legs.pxd
index c9df02b..3d8d5bd 100644
--- a/legs.pxd
+++ b/legs.pxd
@@ -89,6 +89,10 @@ cdef extern from "isda/feeleg.h":
 
    cdef void JpmcdsFeeLegFree(TFeeLeg *p)
 
+   cdef void FeeLegAI(TFeeLeg* fl,
+                      TDate today,
+                      double* ai)
+
 cdef class ContingentLeg:
     cdef TContingentLeg* _thisptr
 
-- 
cgit v1.2.3-70-g09d2