quantlib.cashflows.overnight_indexed_coupon.OvernightIndexedCoupon

class OvernightIndexedCoupon(Date payment_date, Real nominal, Date start_date, Date end_date, OvernightIndex index, Real gearing=1., Spread spread=0., Date ref_period_start=Date(), Date ref_period_end=Date(), DayCounter day_counter=DayCounter(), bool telescopic_values=False, RateAveraging averaging_method=RateAveraging.Compound)

Bases: FloatingRateCoupon

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
accrued_amount(self, Date date)
accrued_days(self, Date date)
accrued_period(self, Date date)
dt(self)
fixing_dates(self)
has_occured(self, Date ref_date[, ...])
index_fixings(self)
set_pricer(self, FloatingRateCouponPricer pricer)
value_dates(self)

Attributes

accrual_days
accrual_end_date
accrual_period
accrual_start_date
adjusted_fixing
amount
convexity_adjustment
date
day_counter
fixing_date
fixing_days
index
index_fixing
is_in_arrears
nominal
rate
reference_period_end
reference_period_start

dt(self)

fixing_dates(self)

index_fixings(self)

value_dates(self)