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.pyx | 5 +++++
 1 file changed, 5 insertions(+)

(limited to 'legs.pyx')

diff --git a/legs.pyx b/legs.pyx
index 2df83e3..55f1fcb 100644
--- a/legs.pyx
+++ b/legs.pyx
@@ -93,6 +93,11 @@ cdef class FeeLeg:
         else:
             raise ValueError
 
+    def accrued(self, today):
+        cdef double ai
+        FeeLegAI(self._thisptr, pydate_to_TDate(today), &ai)
+        return ai
+
     def __dealloc__(self):
         if self._thisptr is not NULL:
             JpmcdsFeeLegFree(self._thisptr)
-- 
cgit v1.2.3-70-g09d2