callable bonds

Posted by Allen Kuo on
URL: http://quantlib.414.s1.nabble.com/callable-bonds-tp9638.html

Hi: I built a CallableFixedRateBond and would eventually like to make a contribution to QuantLib. Was wondering if we can we take callability to be a *feature* of a FixedRateBond, rather than developing a new class CallableFixedRateBond (construction of a FixedRateBond without the engine would resort to the original discounted cashflow NPV calculation).  If the notion of a Quantlib::FixedRateBond can be expanded to include embedded optionality, class names also become shorter (they are getting long…..), e.g. TreeFixedRateBondEngine versus TreeCallableFixedRateBondEngine. I remember seeing this on the discussion thread a while back. If I know the preferred architecture in advance, I can make some adjustments to class names now. Thanks.  

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