DOC: edits

attack68 · Nov 5, 2023 · c9b73f1 · c9b73f1
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diff --git a/docs/source/z_convexityrisk.rst b/docs/source/z_convexityrisk.rst
@@ -139,7 +139,9 @@ The *Instruments* are set to be *Spreads* between the original *STIR Futures* an
 
 Finally, we add these into a new dependent *Solver* (we do not have to create a
 dependency chain of *Solvers* we could do this all simultaneously in a single *Solver*, but
-it is better elucidated this way).
+it is better elucidated this way). The convexity adjustment rates are shown here beside the
+``s`` argument. Expressed negatively according to market convention (IRS curve is below
+the STIR futures curve).
 
 .. ipython:: python
 

diff --git a/rateslib/instruments.py b/rateslib/instruments.py
@@ -5272,9 +5272,6 @@ class IIRS(BaseDerivative):
     Create an indexed interest rate swap (IIRS) composing an
     :class:`~rateslib.legs.IndexFixedLeg` and a :class:`~rateslib.legs.FloatLeg`.
 
-    If ``notional_exchange``, the legs are :class:`~rateslib.legs.IndexFixedLeg`
-    and :class:`~rateslib.legs.FloatLeg`.
-
     Parameters
     ----------
     args : dict
@@ -5328,9 +5325,8 @@ class IIRS(BaseDerivative):
           index_lag=3,
       )
 
-    Create the ZCIS, and demonstrate the :meth:`~rateslib.instruments.ZCIS.rate`,
-    :meth:`~rateslib.instruments.ZCIS.npv`,
-    :meth:`~rateslib.instruments.ZCIS.analytic_delta`, and
+    Create the IIRS, and demonstrate the :meth:`~rateslib.instruments.IIRS.rate`, and
+    :meth:`~rateslib.instruments.IIRS.npv`.
 
     .. ipython:: python