diff --git a/SWIG/bonds.i b/SWIG/bonds.i
index 88658ded6..608cc9960 100644
--- a/SWIG/bonds.i
+++ b/SWIG/bonds.i
@@ -210,7 +210,7 @@ class AmortizingFixedRateBond : public Bond {
             const BusinessDayConvention exCouponConvention = Unadjusted,
             bool exCouponEndOfMonth = false,
             const std::vector<Real>& redemptions = { 100.0 },
-            Natural paymentLag = 0);
+            Integer paymentLag = 0);
     Frequency frequency() const;
     DayCounter dayCounter() const;
 };
@@ -241,7 +241,7 @@ class AmortizingFloatingRateBond : public Bond {
         const BusinessDayConvention exCouponConvention = Unadjusted,
         bool exCouponEndOfMonth = false,
         const std::vector<Real>& redemptions = { 100.0 },
-        Natural paymentLag = 0);;
+        Integer paymentLag = 0);
 };
 
 
diff --git a/SWIG/cashflows.i b/SWIG/cashflows.i
index 70b102721..a21f61b19 100644
--- a/SWIG/cashflows.i
+++ b/SWIG/cashflows.i
@@ -677,7 +677,7 @@ Leg _FixedRateLeg(const Schedule& schedule,
                   BusinessDayConvention exCouponConvention = Unadjusted,
                   bool exCouponEndOfMonth = false,
                   const Calendar& paymentCalendar = Calendar(),
-                  const Natural paymentLag = 0,
+                  const Integer paymentLag = 0,
                   Compounding comp = Simple,
                   Frequency freq = Annual) {
     return QuantLib::FixedRateLeg(schedule)
@@ -708,7 +708,7 @@ Leg _FixedRateLeg(const Schedule& schedule,
                   BusinessDayConvention exCouponConvention = Unadjusted,
                   bool exCouponEndOfMonth = false,
                   const Calendar& paymentCalendar = Calendar(),
-                  Natural paymentLag = 0,
+                  Integer paymentLag = 0,
                   Compounding compounding = Simple,
                   Frequency compoundingFrequency = Annual);
 
@@ -729,7 +729,7 @@ Leg _IborLeg(const std::vector<Real>& nominals,
              BusinessDayConvention exCouponConvention = Unadjusted,
              bool exCouponEndOfMonth = false,
              const Calendar& paymentCalendar = Calendar(),
-             const Natural paymentLag = 0,
+             const Integer paymentLag = 0,
              ext::optional<bool> withIndexedCoupons = ext::nullopt) {
     return QuantLib::IborLeg(schedule, index)
         .withNotionals(nominals)
@@ -770,7 +770,7 @@ Leg _IborLeg(const std::vector<Real>& nominals,
              BusinessDayConvention exCouponConvention = Unadjusted,
              bool exCouponEndOfMonth = false,
              const Calendar& paymentCalendar = Calendar(),
-             Natural paymentLag = 0,
+             Integer paymentLag = 0,
              ext::optional<bool> withIndexedCoupons = ext::nullopt);
 
 %{
@@ -784,7 +784,7 @@ Leg _OvernightLeg(const std::vector<Real>& nominals,
                   bool telescopicValueDates = false,
                   RateAveraging::Type averagingMethod = RateAveraging::Compound,
                   const Calendar& paymentCalendar = Calendar(),
-                  const Natural paymentLag = 0) {
+                  const Integer paymentLag = 0) {
     return QuantLib::OvernightLeg(schedule, index)
         .withNotionals(nominals)
         .withPaymentDayCounter(paymentDayCounter)
@@ -811,7 +811,7 @@ Leg _OvernightLeg(const std::vector<Real>& nominals,
                   bool telescopicValueDates = false,
                   RateAveraging::Type averagingMethod = RateAveraging::Compound,
                   const Calendar& paymentCalendar = Calendar(),
-                  Natural paymentLag = 0);
+                  Integer paymentLag = 0);
 
 %{
 Leg _CmsLeg(const std::vector<Real>& nominals,
@@ -958,7 +958,7 @@ Leg _SubPeriodsLeg(const std::vector<Real>& nominals,
                    const DayCounter& paymentDayCounter = DayCounter(),
                    const BusinessDayConvention paymentConvention = Following,
                    const Calendar& paymentCalendar = Calendar(),
-                   Natural paymentLag = 0,
+                   Integer paymentLag = 0,
                    const std::vector<Natural>& fixingDays = std::vector<Natural>(),
                    const std::vector<Real>& gearings = std::vector<Real>(),
                    const std::vector<Spread>& couponSpreads = std::vector<Spread>(),
@@ -995,7 +995,7 @@ Leg _SubPeriodsLeg(const std::vector<Real>& nominals,
                    const DayCounter& paymentDayCounter = DayCounter(),
                    const BusinessDayConvention paymentConvention = Following,
                    const Calendar& paymentCalendar = Calendar(),
-                   Natural paymentLag = 0,
+                   Integer paymentLag = 0,
                    const std::vector<Natural>& fixingDays = std::vector<Natural>(),
                    const std::vector<Real>& gearings = std::vector<Real>(),
                    const std::vector<Spread>& couponSpreads = std::vector<Spread>(),
diff --git a/SWIG/ratehelpers.i b/SWIG/ratehelpers.i
index ca57cbff6..1c214ccf6 100644
--- a/SWIG/ratehelpers.i
+++ b/SWIG/ratehelpers.i
@@ -321,7 +321,7 @@ class OISRateHelper : public RateHelper {
             const ext::shared_ptr<OvernightIndex>& index,
             const Handle<YieldTermStructure>& discountingCurve = {},
             bool telescopicValueDates = false,
-            Natural paymentLag = 0,
+            Integer paymentLag = 0,
             BusinessDayConvention paymentConvention = Following,
             Frequency paymentFrequency = Annual,
             const Calendar& paymentCalendar = Calendar(),
@@ -348,7 +348,7 @@ class DatedOISRateHelper : public RateHelper {
             const Handle<YieldTermStructure>& discountingCurve = {},
             bool telescopicValueDates = false, 
             RateAveraging::Type averagingMethod = RateAveraging::Compound,
-            Natural paymentLag = 0,
+            Integer paymentLag = 0,
             BusinessDayConvention paymentConvention = Following,
             Frequency paymentFrequency = Annual,
             const Calendar& paymentCalendar = Calendar(),
diff --git a/SWIG/swap.i b/SWIG/swap.i
index 57d53ff90..bd9f4e4e9 100644
--- a/SWIG/swap.i
+++ b/SWIG/swap.i
@@ -361,7 +361,7 @@ class OvernightIndexedSwap : public Swap {
             const DayCounter& fixedDC,
             const ext::shared_ptr<OvernightIndex>& index,
             Spread spread = 0.0,
-            Natural paymentLag = 0,
+            Integer paymentLag = 0,
             BusinessDayConvention paymentAdjustment = Following,
             Calendar paymentCalendar = Calendar(),
             bool telescopicValueDates = false,
@@ -375,7 +375,7 @@ class OvernightIndexedSwap : public Swap {
             const DayCounter& fixedDC,
             const ext::shared_ptr<OvernightIndex>& index,
             Spread spread = 0.0,
-            Natural paymentLag = 0,
+            Integer paymentLag = 0,
             BusinessDayConvention paymentAdjustment = Following,
             Calendar paymentCalendar = Calendar(),
             bool telescopicValueDates = false,
@@ -390,7 +390,7 @@ class OvernightIndexedSwap : public Swap {
                          const Schedule& overnightSchedule,
                          const ext::shared_ptr<OvernightIndex>& overnightIndex,
                          Spread spread = 0.0,
-                         Natural paymentLag = 0,
+                         Integer paymentLag = 0,
                          BusinessDayConvention paymentAdjustment = Following,
                          const Calendar& paymentCalendar = Calendar(),
                          bool telescopicValueDates = false,
@@ -441,7 +441,7 @@ class MakeOIS {
         MakeOIS& withRule(DateGeneration::Rule r);
         MakeOIS& withPaymentFrequency(Frequency f);
         MakeOIS& withPaymentAdjustment(BusinessDayConvention convention);
-        MakeOIS& withPaymentLag(Natural lag);
+        MakeOIS& withPaymentLag(Integer lag);
         MakeOIS& withPaymentCalendar(const Calendar& cal);
         MakeOIS& withEndOfMonth(bool flag = true);
         MakeOIS& withFixedLegDayCount(const DayCounter& dc);