vars.no_callability, vars.creditSpread, vars.issueDate,
vars.settlementDays, index, fixingDays, spreads,
vars.dayCounter, schedule, vars.redemption);
amFloating.setPricingEngine(engine);
final IborCouponPricer pricer = new BlackIborCouponPricer(
new Handle<OptionletVolatilityStructure>());
final Schedule floatSchedule = new Schedule(vars.issueDate,
vars.maturityDate, new Period(vars.frequency), vars.calendar,
BusinessDayConvention.Following,