Option Adjusted Spread & BDT model

Posted by Erica on May 02, 2016; 8:37am
URL: http://quantlib.414.s1.nabble.com/Option-Adjusted-Spread-BDT-model-tp17430.html

Hi All,

I'm working on callable bonds and I want to know if it is possible to compute Option Adjusted Spread and Effective Duration/Convexity using quantlib.

Reading some papers I know that usually the used model is the 'Black Derman and Toy' model but looking in quantlib I can see that it is not implemented yet. (I can find only Hull-White Model and Black-Karasinski model)

Is the BDT model implemented?

If the BDT model is not available, is it possible to use in some way the Black Karasinki model instead of the BDT model?
Whats needs to be changed in order to use the BK  model instead of BDT ones? Is there any additional Hypotesis that has to be done to use this different model?

If someone could provide an example or explain me how to find a solution it will be really appreciated.
Thanks a lot
Erica