[Quantlib-dev] callable bonds

[tibbar <tib...@gm...>]

Could anyone give me some ideas of how to price callable bonds in quantlib?

Bond features are:

- initial deferred period where the bond is not callable
- seperate strike price for exercise in each remaining year of the bond's
life.

I've seen some discussions that the convertible bond class should be used,
but as a newbee I'm a little intimidated by the quantlib terminology.

What I'd really need to know is what changes to make to the standard
convertible sample code:

http://quantlib.org/reference/_convertible_bonds_8cpp-example.html

Many thanks.
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