Quantlib Vanilla Swap Amount not based on Forwards

Question

I have the following code:

        cashflows = pd.DataFrame({
            'Nominal': cf.nominal(),
            'AccrualStartDate': cf.accrualStartDate().ISO(),
            'AccrualEndDate': cf.accrualEndDate().ISO(),
            'AccrualPeriod': cf.accrualPeriod(),
            'Price': cf.price(disco_yts),
            'Rate': cf.rate(),
            'Amount': cf.amount(),
            'Forward': cf.indexFixing(),
            'FloatAccruedAmount': cf.accruedAmount(valuation_date+1)
        } for cf in map(ql.as_floating_rate_coupon, swap.leg(1)))

        fixed_cashflows = pd.DataFrame({
            'FixedAmount': cf.amount(),
            'FixedAccruedAmount': cf.accruedAmount(valuation_date+1)
        } for cf in map(ql.as_fixed_rate_coupon, swap.leg(0)))

swap.NPV()

My issue is that amount (from floating leg) is not as expected.

Mathematically I want amount to be

amount = nominal x accrualperiod x forward ,

but instead it seems as though Quantlib is doing something completely different? This is strange because 99% of the time it does create amounts as expected. What am I missing?

	TradeId	Nominal	AccrualPeriod	Price	Forward	Amount	ExpectedAmount
0	bob	-2421350000	0.084931507	-20443249.84	0.06458	- 20 478 517.87	-  13 280 806.23
1	bob	-2421350000	0.252054795	-61382112.76	0.067465903	- 62 536 259.86	-  41 175 309.17
2	bob	-2421350000	0.243835616	-63886355.38	0.077314926	- 66 312 009.20	-  45 647 611.25
3	bob	-2421350000	0.252054795	-65823488.94	0.079179836	- 69 685 424.07	-  48 324 473.39
4	bob	-2421350000	0.252054795	-65385660.54	0.080726366	- 70 629 291.20	-  49 268 340.52

Answer 1

As commented by Mr Ballabio, the Amount column is determined by nominal x accrualperiod x rate, not forward, when a spread occurs.