Negative Settlement Days

[yy726]

Hi,

My name is Darcy, and I am corporate user of Quantlib. A big thanks to the contributors for your great work! [Thumbs up]

I am using OISRateHelper recently, and I try to set up a overnight index swap. The settlement days (or fixing lag, in this post) is -1 days according to Quantlib definition, meaning that the instrument only settles one day after the rate is available. However, the type for settlement days parameter is Natural, so I cannot possibly set up this parameter.

https://www.quantlib.org/reference/class_quant_lib_1_1_o_i_s_rate_helper.html

If any one can point me in the right direction, that will be deeply appreciated.

[lballabio]

That would be passed as 1 settlement or fixing days, not -1.

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