public OvernightIndexedSwapIndex(string familyName,
Period tenor,
int settlementDays,
Currency currency,
OvernightIndex overnightIndex)
: base(familyName, tenor, settlementDays,
currency, overnightIndex.fixingCalendar(),
new Period(1, TimeUnit.Years), BusinessDayConvention.ModifiedFollowing,
overnightIndex.dayCounter(), overnightIndex)
{
overnightIndex_ = overnightIndex;
}