quantlib.cashflows.overnight_indexed_coupon.
OvernightLeg¶
- class OvernightLeg(Schedule schedule, OvernightIndex index)¶
Bases:
Leg
Methods
__call__
(*args, **kwargs)Call self as a function.
items
(self)Return Leg as (amount, date) list.
with_lockout_days
(self, Natural lockout_days)with_lookback_days
(self, Natural lookback_days)with_notionals
(self, Real notional)with_observation_shift
(self, ...)with_payment_adjustment
(self, ...)with_payment_calendar
(self, Calendar cal)with_payment_day_counter
(self, DayCounter dc)with_payment_lag
(self, Integer lag)with_spreads
(self, Spread spread)