use paymentAdjustment in the fixed leg

[jmishin]

paymentAdjustment is ignored for the fixed leg in OvernightIndexedSwap
see example below:

import QuantLib as ql

today = ql.Date(27,2,2026)
ql.Settings.instance().evaluationDate = today

value_date = ql.Russia().advance(today, 1, ql.Days)
maturiry_date = ql.NullCalendar().advance(value_date, 3, ql.Years)

schedule = ql.MakeSchedule(
effectiveDate=value_date,
terminationDate=maturiry_date,
tenor=ql.Period("3Y"),
frequency=ql.Monthly,
calendar=ql.NullCalendar(), #IMPORTANT
convention=ql.Unadjusted, #IMPORTANT
rule=ql.DateGeneration.Forward
)

swap = ql.OvernightIndexedSwap(
ql.Swap.Payer,
1_000,
schedule,
0.0,
ql.ActualActual(ql.ActualActual.ISDA),
ql.Sofr(),
0.0,
0,
ql.ModifiedFollowing, #IMPORTANT
ql.Russia(),
False,
ql.RateAveraging.Compound,
1,
0,
False
)

for c in swap.fixedLeg():
print(f"{c.date().ISO()} {ql.Russia().isBusinessDay(c.date())}")

[CLAassistant]

All committers have signed the CLA.

[boring-cyborg]

Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it.

[lballabio]

Thanks! May you have a look at the CLAassistant comment above?

[jmishin]

Thanks! May you have a look at the CLAassistant comment above?

I signed the CLA, but the problem is that my local git settings contained an email not linked to my GitHub account. It looks like the only way out is to make a new commit. Should I do it now or wait for your review to account for possible revisions?

[coveralls]

coverage: 74.885%. remained the same — jmishin:feature/paymentAdjustment into lballabio:master

[lballabio]

Please go ahead — the PR is simple and the tests are passing, so I don't think I'll require any changes.

[jmishin]

Please go ahead — the PR is simple and the tests are passing, so I don't think I'll require any changes.

Done