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From: El Y. F. <fah...@gm...> - 2022-06-16 10:45:15
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Hi, i am working on a library for pricing callable bonds, and I have a few questions: 1 - for fixed rate callable bonds, is there a way to know when it is called and when? because I am trying to approximate American calls with daily European calls? 2 - doesn quantlib support floating rate callable bonds? Thank you |