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updated OIS conventions part in the user guide by rate cut off
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Docs/UserGuide/conventions.tex

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@@ -258,6 +258,7 @@ \subsubsection{OIS Conventions}
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<FixedPaymentConvention> </FixedPaymentConvention>
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<Rule> </Rule>
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<PaymentCalendar> </PaymentCalendar>
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<RateCutoff> </RateCutoff>
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</OIS>
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\end{minted}
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\caption{OIS conventions}
@@ -285,6 +286,7 @@ \subsubsection{OIS Conventions}
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not provided, this defaults to \emph{Backward}.
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\item PaymentCalendar [Optional]: The business day calendar used for determining coupon payment dates.
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If not specified, this defaults to the fixing calendar defined on the overnight index.
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\item RateCutoff: The rate cut-off on the overnight leg. Generally, the overnight fixing is only observed up to a certain number of days before the end of the interest period date. The last observed rate is applied for the remaining days in the period. This rate cut-off gives the number of days e.g.\ 1 for ESTR or SOFR.
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\end{itemize}
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