[Quantlib-users] Bootstrap non fixed-reset-number floating leg interest rate swap

[范博伟 <hz...@si...>]

Hi there,
I am trying to use python to calibrate interest rate swap in China, which is a bit non-standard as the floating leg is reset weekly and paid quarterly. 
I am tring to the use the MultipleResetsLeg for the floating leg to construct a swap  and do the calibartoin. However, the MultipleResetsLeg has a fixed number of resets per coupon while in real case, the number of resets is not fixed. It could be 12-14 resets per coupon due to the convention and calendar. 
In C++, we could build the swap from scratch but not sure if we can do that in python, since some api is not exposed.
Could anyone help me with the issue. Thanks.