How to handle sink schedules, stepped coupons, stepped formulas, callable floaters?

Posted by Mike Jake on
URL: http://quantlib.414.s1.nabble.com/How-to-handle-sink-schedules-stepped-coupons-stepped-formulas-callable-floaters-tp7771.html

Hello all,

Q1>
Does Quantlib make a lot of major simplifying assumptions about fixed income markets? For example, assume that the most complicated feature a bond can have is being callable (ignoring sink schedules, stepped coupons, stepped formulas etc).  Note also, for instance, that the hierarchy doesn’t include callable floaters.

Q2> Is there any serious commercial adoption of this library?

Thank you

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