[Quantlib-users] Using quantlib to price swaps with different payment and calculation resets for floating leg

[Anyi Z. <az...@ay...>]

(This question is already posted to StackExchange, feel free to reply there
too if you prefer to earn some points and/or for easier Google archival in
future:
http://quant.stackexchange.com/questions/29751/using-quantlib-to-price-swaps-with-different-payment-and-calculation-resets-for
)

I understand the VanillaSwap object assumes that payment and calculation
resets are the same, so is there any way we could use quantlib to price a
swap with different reset and calculation frequencies? (say payment is
semiannual but resets is annual).

A few candidates I've considered are:

   1.

   NonstandardSwap: however I think this does not allow different payment
   and reset schedules too.
   2.

   Swap: it takes 2 legs but Leg itself is virtual, however there are many
   other ways implementing this, one way is to use the IborCoupon however that
   seems to require repeatedly creating every single coupon in order to
   constructing Leg.

Is there any other simpler way to deal with this given that everything else
is similar to a VanillaSwap except using different payment and calculation
dates?