pricing a floating rate bond

[Steve]

I am trying to price a floating rate bond that depends on the rate of a Treasury instrument. For simplicity, the rate and the date are imported from the file. But I used IborIndex class for the rate of the instrument. Unsurprisingly, the result is way off. So I have a few questions on this topic:

1 is there an equivalent index class for the Treasury instrument, like IborIndex for LIBOR, in QuantLib?

2 if the answer is no, is it possible to build a class like TreasuryIndex by extending InterestRateIndex? What would be the challenge in building TreasuryIndex?

3 Is it possible to use IborIndex for a Treasury instrument by tweaking the calendar alone? What else needs to be done to make it work?

4      Can someone point me to the right direction on how to leverage QuantLib classes to price a floating rate bond that uses a Treasury instrument as the index after a peek at the code?

Really appreciate your help!

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