quantlib.cashflows.overnight\_indexed\_coupon.OvernightIndexedCoupon
====================================================================

.. currentmodule:: quantlib.cashflows.overnight_indexed_coupon

.. autoclass:: OvernightIndexedCoupon
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~OvernightIndexedCoupon.__init__
      ~OvernightIndexedCoupon.accrued_amount
      ~OvernightIndexedCoupon.accrued_days
      ~OvernightIndexedCoupon.accrued_period
      ~OvernightIndexedCoupon.dt
      ~OvernightIndexedCoupon.fixing_dates
      ~OvernightIndexedCoupon.has_occured
      ~OvernightIndexedCoupon.index_fixings
      ~OvernightIndexedCoupon.set_pricer
      ~OvernightIndexedCoupon.value_dates
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

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