[Quantlib-users] Pricing CMS Steepeners Bonds with G2++ Model

[Valerio S. <val...@gm...>]

Hi,

I am trying to price CMS Steepeners Bonds with a G2++ model in QuantLib
Python. I looked at the pricers available, but it seems that the only
option would be to build a CMSSpreadLeg and use
the lognormalCMSSpreadPricer, which does not appear to implement the G2++
model. Am I right or is there something I am missing?

Best,
Valerio