Yield to call for callable bonds

[Kij]

Please guide me how to use QL to get yields given prices for callable bonds.  From CallableBonds example, it only calculates yield to maturity and not yield to call.

Thanks.

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[Luigi Ballabio]

Hello,

    there's no straighforward way. One workaround would be to instantiate a second bond with maturity equal to the callability date of the first, and calculate the yield on that one.

Luigi

On Wed, Oct 28, 2015 at 9:24 PM Kij <[hidden email]> wrote:

Please guide me how to use QL to get yields given prices for callable bonds.  From CallableBonds example, it only calculates yield to maturity and not yield to call.

Thanks.

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