Function overnight_leg_with 

pub fn overnight_leg_with(
    schedule: &Schedule,
    terms: &LegTerms,
    index: &str,
    gearing: f64,
    spread: f64,
    calendar: &dyn Calendar,
    index_day_count: DayCountFraction,
    accumulation: AccrualCompounding,
    conventions: &ObservationConventions,
) -> Leg

overnight_leg observing its index under conventions: a lookback, an observation shift, a rate cut-off, and bounds on each daily rate.