Pricing a CMS Floor with QL XL

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Pricing a CMS Floor with QL XL

GL_QL
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