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OvernightSchedule

libitofin::cashflows

Struct OvernightSchedule 

Source 
pub struct OvernightSchedule { /* private fields */ }
Expand description

The value-date schedule an OvernightIndexedCoupon compounds over.

Built by new from the accrual [start, end] and the index’s fixing calendar and day counter. Held behind a Shared by both the coupon (for its inspectors) and the pricer (for the compounding loop).

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