How to represent CMS spread note/swap type structures

[arpit]

Hi, I have been trying to figure out how one can represent structures based on floating rate spreads, where we need to specify two RefIndexes and the payoff is dependent on the difference and may be gear factor (multiplier), i got the multiplier part and way to do inverse floaters but have not been able to find a way to represent spread swap/notes. It will be great if anyone can guide me on this. Thanks in advance

[Author]

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