Callable bonds

[Jon Davidson-2]

Has anyone written an example showing how to price a
fixed coupon callable bond with a series of call or
put dates?

Best Regards,
Jonathan Davidson

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[Luigi Ballabio]

On 06/08/2006 05:56:18 PM, Jon Davidson wrote:
> Has anyone written an example showing how to price a
> fixed coupon callable bond with a series of call or
> put dates?

Jonathan,
        there's still no code in the library for pricing callable bonds.

Sorry,
        Luigi


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[Toyin Akin]

Hi Luigi,

Any luck in reviewing the convertibleBond framework code?
Are the dividends handled correctly now?

Thanks in advance...
Toy out.