OAS for Callables
Posted by qlibuser on Feb 22, 2011; 10:05pm
URL: http://quantlib.414.s1.nabble.com/OAS-for-Callables-tp11515.html
Hi -
I need to calculate OAS of a callable bond using Quantlib. I've seen some past posts on this but no one has posted a solution. Has anyone calculated it using Quantlib, would really appreciate if someone could provide an example of this.
Thanks.