[Quantlib-users] m over n callable convertible bond pricing

[thanatos <tha...@gm...>]

Hi there,

I'm new to QuantLib and was trying to price a convertible bond with
QuantLib.

I saw a example in
https://github.com/lballabio/QuantLib/blob/master/Examples/ConvertibleBonds/ConvertibleBonds.cpp,
which implements 2 Soft Call in second/fourth year with 1.2 trigger.
However, I'm facing a different soft call situation, say

>From 2rd to 4th year, any m(20) days over n(30) days, price is above the
trigger(1.2), then we do the soft call.

Can I implemented this situation with QuantLib? Any help is appreciate.

Eric