# Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function

Consider the RQuantLib package function FloatingRateBond().

This takes as inputs gearings and spreads, whose correct definition is unknown to me.

Let I have a floating rate bond, e.g. the BACRED Float 06/18/20 (whose ISIN code is IT0004921646): this bond pays annually EURIBOR 3M + $140$ bps.

What gearings and spreads of this bond are supposed to be?

Since this issuer has a 7Yr credit spread of about 230 bps (and I can interpolate its CDS curve to have every tenor), I would like to know if the curve argument should be replaced with the yield curve made up by EUR deposit/IRS curve + credit spread curve.

I guess the index argument, conversely, is the spot swap curve and the forward rates are computed from it.