|
Hey there,
I know this question has been asked on the forum, but I am missing part of the solution. I am trying to price a CMS Floor (10Y) with Quantlib excel. For this purpose, I use the object qlCmsLeg, and I then define a floor with qlFloor whose leg is the CMS leg created before.
Which pricing engine do I need to use to get a price ? Or do I need to proceed differently (like inputting a floor directly on the leg - but then, how do you price that ?)
Thanks a lot for your precious help.
Best,
G
|