How to make the calculated cash flow for an "OvernightIndexedSwap" object reflect the day count basis ACT/360?

I am using "cashflows" to compute the cash flow of an "OvernightIndexSwap" object. How to make the calculated result reflect the day count basis ACT/360?

Answer 1

[MathWorks Support Team]

To make the calculated cash flow for an "OvernightIndexSwap" object reflect the day count basis ACT/360, you can set the optional "DaycountAdjustedCashFlow" input for "OvernightIndexedSwap" to be either "[true true]" or "[true false]". The "DaycountAdjustedCashFlow" input flag adjusts cash flows based on the actual period day count. Feel free to to the Name-Value Arguments for OvernightIndexedSwap Documentation for more information.