[Quantlib-users] FairSpread over Floating Leg

[Henry Wu Hu <hen...@gm...>]

Hi. Hope you are all doing fine.

I am pricing a float to float swap. using iborleg and then the function
swap in quantlib. Is there any way to get the fairspread over one of the
legs in order to make valuation equal to zero. I know the fair spread is
implemented in VanillaSwap but can I do that in the Swap Function?


Best Regards
Henry Wu Hu