[Quantlib-users] Passing rate cutoff days

[Brian S. <bri...@gm...>]

Hi,

I am using OvernightLeg constructor to create float leg for a OIS.

Leg floatLeg = OvernightLeg(myschedule, rates)
.withNotionals(notionals)
.withSpreads(spread)
.withRateCutoffDays(2)

However above fails with error

no member named 'withRateCutoffDays' in 'QuantLib::OvernightLeg'

Could you please help with a fix to correctly pass rate cutoff days information