diff --git a/financepy/__init__.py b/financepy/__init__.py
index 33c57b03..aecdb21a 100644
--- a/financepy/__init__.py
+++ b/financepy/__init__.py
@@ -1,7 +1,7 @@
 cr = "\n"
 
 s = "####################################################################" + cr
-s += "#  FINANCEPY BETA Version " + str('0.350') + " - This build: 30 Apr 2024 at 22:35 #" + cr
+s += "#  FINANCEPY BETA Version " + str('0.350') + " - This build: 01 May 2024 at 11:41 #" + cr
 s += "#     This software is distributed FREE AND WITHOUT ANY WARRANTY   #" + cr
 s += "#  Report bugs as issues at https://github.com/domokane/FinancePy  #" + cr
 s += "####################################################################"
diff --git a/financepy/market/volatility/equity_vol_surface.py b/financepy/market/volatility/equity_vol_surface.py
index 4c092d8d..654d3062 100644
--- a/financepy/market/volatility/equity_vol_surface.py
+++ b/financepy/market/volatility/equity_vol_surface.py
@@ -453,7 +453,7 @@ def vol_from_strike_date(self, K, expiry_dt):
 
 ###############################################################################
 
-    def vol_from_delta_dt(self, call_delta, expiry_dt, delta_method=None):
+    def vol_from_delta_date(self, call_delta, expiry_dt, delta_method=None):
         """ Interpolates the Black-Scholes volatility from the volatility
         surface given a call option delta and expiry date. Linear interpolation
         is done in variance space. The smile strikes at bracketed dates are
diff --git a/financepy/market/volatility/swaption_vol_surface.py b/financepy/market/volatility/swaption_vol_surface.py
index 5d43be03..714a4856 100644
--- a/financepy/market/volatility/swaption_vol_surface.py
+++ b/financepy/market/volatility/swaption_vol_surface.py
@@ -604,7 +604,7 @@ def vol_from_strike_dt(self, K, expiry_dt):
 
 ###############################################################################
 
-    # def vol_from_delta_dt(self, call_delta, expiry_dt,
+    # def vol_from_delta_date(self, call_delta, expiry_dt,
     #                                delta_method = None):
     #     """ Interpolates the Black-Scholes volatility from the volatility
     #     surface given a call option delta and expiry date. Linear interpolation
diff --git a/financepy/products/bonds/bond_annuity.py b/financepy/products/bonds/bond_annuity.py
index e5522b4d..ba29bd78 100644
--- a/financepy/products/bonds/bond_annuity.py
+++ b/financepy/products/bonds/bond_annuity.py
@@ -49,7 +49,7 @@ def __init__(self,
 
         self.cpn_dts = []
         self.settle_dt = Date(1, 1, 1900)
-        self.accrued_int= None
+        self.accrued_int = None
         self.accrued_days = 0.0
         self.alpha = 0.0
 
@@ -154,9 +154,11 @@ def accrued_interest(self,
 
         self.alpha = 1.0 - acc_factor * self.freq
 
-        self.accrued_int= acc_factor * face * self.cpn
+        self.accrual_factor = acc_factor
+        self.accrued_int = acc_factor * face * self.cpn
         self.accrued_days = num
-        return self.accrued_interest
+
+        return self.accrued_int
 
     ###########################################################################
 
diff --git a/financepy/products/bonds/bond_frn.py b/financepy/products/bonds/bond_frn.py
index c47ce9b8..1da432f6 100644
--- a/financepy/products/bonds/bond_frn.py
+++ b/financepy/products/bonds/bond_frn.py
@@ -71,6 +71,7 @@ def __init__(self,
         self.accrued = None
         self.accrued_days = 0.0
         self.accrual_factor = 0.0
+        self.accrued_int = 0.0
 
         self.cpn_dts = []
         self.flow_amounts = []
@@ -436,6 +437,9 @@ def accrued_interest(self,
         self.alpha = 1.0 - acc_factor * self.freq
         self.accrual_factor = acc_factor
         self.accrued_days = num
+        self.accrued_int = acc_factor * next_cpn * 1.0
+
+        return self.accrued_int
 
     ###########################################################################
 
diff --git a/notebooks/finutils/FINSCHEDULE_ScheduleGenerationTestCases.ipynb b/notebooks/finutils/FINSCHEDULE_ScheduleGenerationTestCases.ipynb
index c06aa475..6f4e1e30 100644
--- a/notebooks/finutils/FINSCHEDULE_ScheduleGenerationTestCases.ipynb
+++ b/notebooks/finutils/FINSCHEDULE_ScheduleGenerationTestCases.ipynb
@@ -112,7 +112,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -168,7 +168,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -260,7 +260,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -339,7 +339,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -408,7 +408,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -484,7 +484,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -526,7 +526,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -579,7 +579,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
@@ -625,7 +625,7 @@
     "schedule = Schedule(effective_dt, termination_dt, freq_type, cal_type, \n",
     "                       bd_type, dg_type, adjust_termination_dt, end_of_month_flag)\n",
     "\n",
-    "schedule._adjusted_dts"
+    "schedule.adjusted_dts"
    ]
   },
   {
diff --git a/tests/test_FinBondAnnuity.py b/tests/test_FinBondAnnuity.py
index ba1b493c..4c0eb538 100644
--- a/tests/test_FinBondAnnuity.py
+++ b/tests/test_FinBondAnnuity.py
@@ -2,6 +2,9 @@
 # Copyright (C) 2018, 2019, 2020 Dominic O'Kane
 ###############################################################################
 
+import sys
+sys.path.append("..")
+
 from financepy.utils.calendar import DateGenRuleTypes
 from financepy.utils.calendar import BusDayAdjustTypes
 from financepy.utils.day_count import DayCountTypes
@@ -188,3 +191,5 @@ def test_ForwardGenWithLongEndStub_BondAnnuity():
     assert round(annuity.flow_amounts[-1]) == 25417.0
 
     assert annuity.accrued_interest(settle_dt, face) == 0.0
+
+test_SemiAnnual_BondAnnuity()
diff --git a/tests/test_FinBondFRN.py b/tests/test_FinBondFRN.py
index eff5b072..ec500cf4 100644
--- a/tests/test_FinBondFRN.py
+++ b/tests/test_FinBondFRN.py
@@ -219,3 +219,5 @@ def test_bond_frn_2():
                                                       dm)
 
     assert round(modified_duration, 4) == 6.0480
+
+test_bond_frn_1()
diff --git a/tests/test_FinBondYieldCurve.py b/tests/test_FinBondYieldCurve.py
index 1e4d1e00..a7bf7964 100644
--- a/tests/test_FinBondYieldCurve.py
+++ b/tests/test_FinBondYieldCurve.py
@@ -44,7 +44,7 @@ def test_poly():
     curveFitMethod = CurveFitPolynomial(5)
     fitted_curve = BondYieldCurve(settlement, bonds, ylds, curveFitMethod)
 
-    coeffs = fitted_curve._curve_fit._coeffs
+    coeffs = fitted_curve.curve_fit.coeffs
     assert round(coeffs[0] * 1e9, 4) == -1.4477
     assert round(coeffs[1] * 1e7, 4) == 1.7840
     assert round(coeffs[2] * 1e6, 4) == -7.4147
@@ -57,22 +57,22 @@ def test_nelson_siegel():
     curveFitMethod = CurveFitNelsonSiegel()
     fitted_curve = BondYieldCurve(settlement, bonds, ylds, curveFitMethod)
 
-    assert round(fitted_curve._curve_fit._beta_1, 3) == -0.094
-    assert round(fitted_curve._curve_fit._beta_2, 3) == 0.092
-    assert round(fitted_curve._curve_fit._beta_3, 3) == 0.259
-    assert round(fitted_curve._curve_fit._tau, 1) == 35.8
+    assert round(fitted_curve.curve_fit.beta_1, 3) == -0.094
+    assert round(fitted_curve.curve_fit.beta_2, 3) == 0.092
+    assert round(fitted_curve.curve_fit.beta_3, 3) == 0.259
+    assert round(fitted_curve.curve_fit.tau, 1) == 35.8
 
 
 def test_nelson_siegel_svensson():
     curveFitMethod = CurveFitNelsonSiegelSvensson()
     fitted_curve = BondYieldCurve(settlement, bonds, ylds, curveFitMethod)
 
-    assert round(fitted_curve._curve_fit._beta_1, 4) == 0.0460
-    assert round(fitted_curve._curve_fit._beta_2, 4) == -0.0433
-    assert round(fitted_curve._curve_fit._beta_3, 4) == -0.0523
-    assert round(fitted_curve._curve_fit._beta_4, 4) == -0.0376
-    assert round(fitted_curve._curve_fit._tau_1, 3) == 3.177
-    assert round(fitted_curve._curve_fit._tau_2, 4) == 100.0000
+    assert round(fitted_curve.curve_fit.beta_1, 4) == 0.0460
+    assert round(fitted_curve.curve_fit.beta_2, 4) == -0.0433
+    assert round(fitted_curve.curve_fit.beta_3, 4) == -0.0523
+    assert round(fitted_curve.curve_fit.beta_4, 4) == -0.0376
+    assert round(fitted_curve.curve_fit.tau_1, 3) == 3.177
+    assert round(fitted_curve.curve_fit.tau_2, 4) == 100.0000
 
 
 def test_interp_yield():
diff --git a/tests/test_FinCDSCurve.py b/tests/test_FinCDSCurve.py
index 218755ac..0ab54204 100644
--- a/tests/test_FinCDSCurve.py
+++ b/tests/test_FinCDSCurve.py
@@ -52,12 +52,12 @@ def test_FinCDSCurve():
                             recovery_rate,
                             use_cache=False)
 
-    assert round(issuer_curve.times[0], 4) == 0.0
-    assert round(issuer_curve.times[5], 4) == 5.0027
-    assert round(issuer_curve.times[9], 4) == 9.0055
-    assert round(issuer_curve.values[0], 4) == 1.0
-    assert round(issuer_curve.values[5], 4) == 0.9249
-    assert round(issuer_curve.values[9], 4) == 0.8071
+    assert round(issuer_curve._times[0], 4) == 0.0
+    assert round(issuer_curve._times[5], 4) == 5.0027
+    assert round(issuer_curve._times[9], 4) == 9.0055
+    assert round(issuer_curve._values[0], 4) == 1.0
+    assert round(issuer_curve._values[5], 4) == 0.9249
+    assert round(issuer_curve._values[9], 4) == 0.8071
 
     i = 1
     maturity_dt = curve_dt.add_months(12 * i)
diff --git a/tests/test_FinModelRatesBK.py b/tests/test_FinModelRatesBK.py
index af611d41..41e97481 100644
--- a/tests/test_FinModelRatesBK.py
+++ b/tests/test_FinModelRatesBK.py
@@ -29,19 +29,19 @@ def test_BKExampleOne():
     model = BKTree(sigma, a, num_time_steps)
     model.build_tree(t_mat, times, dfs)
 
-    assert [round(x, 4) for x in model._Q[2]] == \
+    assert [round(x, 4) for x in model.Q[2]] == \
         [0.0190, 0.2126, 0.5009, 0.2112, 0.0187]
 
-    assert [round(x, 4) for x in model._rt[2]] == \
+    assert [round(x, 4) for x in model.rt[2]] == \
         [0.0259, 0.0351, 0.0477, 0.0648, 0.0881]
 
-    assert [round(x, 4) for x in model._pu] == \
+    assert [round(x, 4) for x in model.pu] == \
         [0.0808, 0.2278, 0.1667, 0.1177, 0.8606]
 
-    assert [round(x, 4) for x in model._pm] == \
+    assert [round(x, 4) for x in model.pm] == \
         [0.0586, 0.6545, 0.6667, 0.6545, 0.0586]
 
-    assert [round(x, 4) for x in model._pd] == \
+    assert [round(x, 4) for x in model.pd] == \
         [0.8606, 0.1177, 0.1667, 0.2278, 0.0808]
 
 
@@ -119,3 +119,5 @@ def test_BKExampleTwo():
 
     assert round(v['call'], 4) == 0.6998
     assert round(v['put'], 4) == 7.9605
+
+test_BKExampleOne()
diff --git a/tests/test_FinSchedule.py b/tests/test_FinSchedule.py
index cd87a156..608f484c 100644
--- a/tests/test_FinSchedule.py
+++ b/tests/test_FinSchedule.py
@@ -86,7 +86,7 @@ def test_forward_frequencies():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 3
     check_frequency(schedule)
 
@@ -97,7 +97,7 @@ def test_forward_frequencies():
                         cal_type,
                         bd_type,
                         dg_type)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 5
     check_frequency(schedule)
 
@@ -109,7 +109,7 @@ def test_forward_frequencies():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 25
     check_frequency(schedule)
 
@@ -131,7 +131,7 @@ def test_backward_front_stub():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 9
     check_frequency(schedule, start=1)
 
@@ -151,7 +151,7 @@ def test_backward_front_stub():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 9
     check_frequency(schedule, start=1)
 
@@ -174,7 +174,7 @@ def test_forward_end_stub():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 5
     check_frequency(schedule)
 
@@ -192,7 +192,7 @@ def test_forward_end_stub():
                         cal_type,
                         bd_type,
                         dg_type)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 9
     check_frequency(schedule)
 
@@ -212,6 +212,6 @@ def test_forward_end_stub():
                         bd_type,
                         dg_type,
                         termination_date_adjust)
-    adjusted_dts = schedule._adjusted_dts
+    adjusted_dts = schedule.adjusted_dts
     assert len(adjusted_dts) == 5
     check_frequency(schedule)
diff --git a/tests_golden/TestFinEquityVolSurface.py b/tests_golden/TestFinEquityVolSurface.py
index 3f6d09a2..b2cc0a18 100644
--- a/tests_golden/TestFinEquityVolSurface.py
+++ b/tests_golden/TestFinEquityVolSurface.py
@@ -95,7 +95,7 @@ def test_equity_vol_surface(verboseCalibration):
     test_cases.header("EXPIRY", "DELTA", "VOL", "STRIKE")
     for expiry_dt in expiry_dts:
         for delta in deltas:
-            vol = equitySurface.vol_from_delta_dt(delta, expiry_dt)
+            vol = equitySurface.vol_from_delta_date(delta, expiry_dt)
             test_cases.print(expiry_dt, delta, vol[0], vol[1])
 
 ###############################################################################
diff --git a/tests_golden/TestFinFXVolSurfacePlus.py b/tests_golden/TestFinFXVolSurfacePlus.py
index 07c5fe10..30575120 100644
--- a/tests_golden/TestFinFXVolSurfacePlus.py
+++ b/tests_golden/TestFinFXVolSurfacePlus.py
@@ -280,7 +280,7 @@ def test_FinFXMktVolSurface3(verboseCalibration):
             for delta in deltas:
                 volSmile = []
                 for dt in dates:
-                    (vol, k) = fx_market_plus.vol_from_delta_dt(delta, dt)
+                    (vol, k) = fx_market_plus.vol_from_delta_date(delta, dt)
                     volSmile.append(vol*100.0)
                     print(delta, k, dt, vol*100.0)
 
@@ -375,7 +375,7 @@ def test_FinFXMktVolSurface4(verboseCalibration):
             for delta in deltas:
                 volSmile = []
                 for dt in dates:
-                    (vol, k) = fx_market_plus.vol_from_delta_dt(delta, dt)
+                    (vol, k) = fx_market_plus.vol_from_delta_date(delta, dt)
                     volSmile.append(vol*100.0)
                     print(delta, k, dt, vol*100.0)
 
diff --git a/tests_golden/TestFinSchedule.py b/tests_golden/TestFinSchedule.py
index 8621f6ac..e311c68e 100644
--- a/tests_golden/TestFinSchedule.py
+++ b/tests_golden/TestFinSchedule.py
@@ -310,7 +310,7 @@ def test_FinSchedule():
                         DateGenRuleTypes.BACKWARD)
 
 #    print(schedule)
-#    print(schedule._adjusted_dts)
+#    print(schedule.adjusted_dts)
 
 ###############################################################################
 
@@ -407,8 +407,8 @@ def test_FinScheduleAlignmentLeapYearEOM():
                       adjust_termination_dt,
                       eomFlag)
 
-#    print(sched1._adjusted_dts)
-#    print(sched2._adjusted_dts[:len(sched1._adjusted_dts)])
+#    print(sched1.adjusted_dts)
+#    print(sched2.adjusted_dts[:len(sched1.adjusted_dts)])
 
     compare = (
         sched1.adjusted_dts[-1] == sched2.adjusted_dts[len(sched1.adjusted_dts)-1])
@@ -453,8 +453,8 @@ def test_FinScheduleAlignmentLeapYearNotEOM():
                       adjust_termination_dt,
                       eomFlag)
 
-#    print(sched1._adjusted_dts)
-#    print(sched2._adjusted_dts[:len(sched1._adjusted_dts)])
+#    print(sched1.adjusted_dts)
+#    print(sched2.adjusted_dts[:len(sched1.adjusted_dts)])
 
     compare = (
         sched1.adjusted_dts[-1] == sched2.adjusted_dts[len(sched1.adjusted_dts)-1])