[Quantlib-users] Floor with Step Down notionals

[Ghorpadkar, S. <suh...@ab...>]

I am trying to value a floor with step down notional. The floor start date is March 31st, 2007 and end date is March 31st, 2017.
The original notional is 1M and the step down schedule starts on March 29th, 2012 and ends on March 31st,2017 with 100,000 decrement per year.
I see that IborLeg has a withNotionals method that takes in a vector of Notionals. However, it's not clear to me how to populate
this vector based on the notional schedule I have. Should the vector have as many elements as there are periods ?
The index is USD 3M Libor, so that there are 20 3M periods from March 2007 to March 2012 and then there will be 4 periods for each year after.
So should the vector have 20 notionals with 1M each and then 4 with 900,000 , another 4 with 800,000 etc ?

Thanks,
Suhas
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