quantlib.cashflows.overnight_indexed_coupon.

OvernightLeg

class OvernightLeg(Schedule schedule, OvernightIndex index)

Bases: Leg

Methods

__call__(*args, **kwargs)	Call self as a function.
compounding_spread_daily(self, ...)
items(self)	Return Leg as (amount, date) list.
with_averaging_method(self, ...)
with_caps(self, caps)
with_coupon_pricer(self, ...)
with_floors(self, floors)
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)