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Re: Yield to call for callable bonds

Posted by Luigi Ballabio on Nov 13, 2015; 10:15am
URL: http://quantlib.414.s1.nabble.com/Yield-to-call-for-callable-bonds-tp17004p17059.html

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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