Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/QuantLib-Bond-cleanPriceFromZSpread-tp7310p7321.html
On Thu, 2009-03-05 at 22:22 -0500, Guowen Han wrote:
> If no other costs are considered, it should be optimal for the bond
> issuer to exercise the call option whenever it becomes in the money
> except for negative interest rate.
Ok. I guess we'll need some example code to see what's wrong, then...
Luigi
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