Function overnight_observations 

pub fn overnight_observations(
    calendar: &dyn Calendar,
    start: NaiveDate,
    end: NaiveDate,
    index_day_count: DayCountFraction,
) -> Vec<Observation>

One observation per business day in [start, end), each spanning to the next business day and capped at end so the strip accrues exactly the period and telescopes to DF(start)/DF(end) when fully projected.

Public because a caller composing a single OvernightCoupon needs the strip overnight_leg would have built for it, and building a second one by hand is how the two drift. This is that one.