qlIborLeg in QuantLibXL returns all forward floating coupons zero!

Posted by chrarv on Sep 19, 2016; 5:58pm
URL: http://quantlib.414.s1.nabble.com/qlIborLeg-in-QuantLibXL-returns-all-forward-floating-coupons-zero-tp17732.html

Hello to everyone
I am trying to price an amortized swap in QuantLibXL and for the floating leg (fixed leg works fine!) I am using the class qlIborLeg. After passing all the input parameters as schedule and amortization as well as the Ibor index (Euribor 6M in this case) the object is created without errors.
Then I use the swap class and pass it as the floating part of the swap class. It appears that all the floating forward cashflows of the swap are zero and the NPV of the swap is coming only from the fixed leg!!!
One can verify that indeed the forward floating coupons are all zero by using the qlSwapLegAnalysis function
What am I doing wrong please advise!
Thanks in advance for your help

Best
Christos Arvanitis