Re: [Quantlib-users] Passing rate cutoff days

[Luigi B. <lui...@gm...>]

Hello Brian,
    they're called lockout days in our implementation.  The corresponding
method is withLockoutDays.

Hope this helps,
    Luigi


On Thu, Mar 5, 2026 at 11:48 AM Brian Smith <bri...@gm...>
wrote:

> 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
>
>
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