Re: [Quantlib-users] Callable Bonds

[El Y. F. <fah...@gm...>]

I have another question for you,
I am using a platform to compare results and sometimes it gives negative
effective convexity which I can't replicate in Quantlib for and European
callable fixed rate bond and I don't know why even if the other output
matchs like OAS, YTM and eff duration.

Le jeu. 16 juin 2022 à 12:44, El Yousfi Fahd <fah...@gm...> a
écrit :

> 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
>