I'm trying to price a CMS indexed range accrual using Monte Carlo simulations. Let's say i have n trajectories of ZC rates using G2++ model under risk neutral measure. My question is how do i take into account the convexity adjustment and compute it using monte carlo simulation? What i'm trying to compute is the expectation of the indicator function of my 10 Y swap rate at time $T_i$ being between $K1$ and $K2$ under the forward measure $T_p$ (the payment measure) at time t: $$ \mathbb{E_t}^{Q^{Tp}}(\mathbb{1}_{K_{min} <S^{i,i+10Y}(T_i)<K_{max}})$$ however my Monte carlo trajectories are under the risk neutral measure.
Thank you in advance