Just starting to learn Quantlib for Python.

I am trying to figure out how you create an interest rate swap where the floating leg is a percent of the floating index. For example, the floating leg would be 70% of 1M USD LIBOR.

Any help is greatly appreciated.

Note: For those who are curious, the % of LIBOR swaps are a common structure for municipal entities in the United States. These entities can issue tax-exempt debt and the floating leg is adjusted so the % = (1 - marginal tax rate).