Normal volatility coupon pricer for floating rate bonds with caps and floors

[eschiffmiller]

For caps and floors pricing engines, I see that QuantLib has both Bachelier and Black versions (BachelierCapFloorEngine and BlackCapFloorEngine). However, for purposes of pricing a floating rate bond, I can only find the BlackIborCouponPricer. Can the Black coupon pricer be used with a normal volatility surface? If not, is there an available coupon pricer that does work with normal vols, similar to the Bachelier cap/floor pricing engine?