Function overnight_leg 

pub(crate) fn overnight_leg(
    schedule: &PySchedule,
    payment_dates: Vec<NaiveDate>,
    currency: &str,
    notional: StripNotional,
    index: &str,
    day_count: Named<DayCountFraction>,
    calendar: &str,
    index_day_count: Named<DayCountFraction>,
    accrual_compounding: Named<AccrualCompounding>,
    gearing: f64,
    spread: f64,
) -> PyResult<Vec<PyAnyCoupon>>

An overnight coupon strip over schedule, one coupon per calculation period.