Our babies have all learned to fall asleep in their cribs, so that is what they are most comfortable doing. We loved them up during the day and at night time too, but they went to sleep in bed. A couple of them actually could not fall asleep in our arms. They seemed to feel overstimulated and needed the peace of a bed and their normal sleeping position. Three of mine fall asleep right away and the other two were/are the roll, toss, and play variety. Kiddos are all so different! Like the others have said, I would suggest that she is doing fine with lots of cuddling during the day, and it is OK if she needs time to fall asleep in her own bed.
Get some rest!
Melissa