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)